Risk aggregation in multivariate dependent Pareto distributions (Q2374106): Difference between revisions

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Latest revision as of 02:48, 13 July 2024

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Risk aggregation in multivariate dependent Pareto distributions
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    Risk aggregation in multivariate dependent Pareto distributions (English)
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    14 December 2016
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    dependent risks
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    individual risk model
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    collective risk model
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    classical Pareto distribution
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    hypergeometric functions
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