A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796): Difference between revisions

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+On a multivariate Pareto distribution
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+Background risk models and stepwise portfolio construction
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+Residual life time at great age
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+Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
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+Multivariate flexible Pareto model: dependency structure, properties and characterizations
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+Loss reserving using loss aversion functions
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+Determining and Allocating Diversification Benefits for a Portfolio of Risks
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+Q5512461
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+Multiplicative Background Risk
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+On a multivariate gamma distribution
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+Risk capital decomposition for a multivariate dependent gamma portfolio
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+Multivariate Tweedie distributions and some related capital-at-risk analyses
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+Weighted premium calculation principles
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+Weighted risk capital allocations
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+General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
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+Risk Vulnerability and the Tempering Effect of Background Risk
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+Q4493303
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+On a multivariate gamma
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+A form of multivariate gamma distribution
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+The distribution of the sum of independent gamma random variables
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+Modeling and Generating Dependent Risk Processes for IRM and DFA
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+Statistical inference using extreme order statistics
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+Risk measurement in the presence of background risk
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+A Multivariate Generalization of the Generalized Poisson Distribution
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+Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach
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+Publication:4563796