Tail Moments of Compound Distributions (Q5043474): Difference between revisions

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+https://doi.org/10.1080/10920277.2021.1956975
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+W3202357034
@@ Property / OpenAlex ID: W3202357034 / rank @@
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@@ Property / cites work @@
+Size-Biased Risk Measures of Compound Sums
@@ Property / cites work: Size-Biased Risk Measures of Compound Sums / rank @@
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+Panjer recursion versus FFT for compound distributions
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+Risk capital decomposition for a multivariate dependent gamma portfolio
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+Tail Variance Premium with Applications for Elliptical Portfolio of Risks
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+Weighted premium calculation principles
@@ Property / cites work: Weighted premium calculation principles / rank @@
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+Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach
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+Loss Models
@@ Property / cites work: Loss Models / rank @@
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+A multivariate tail covariance measure for elliptical distributions
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+Q3049653
@@ Property / cites work: Q3049653 / rank @@
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+Jiandong Ren's Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020
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+Recursions for Convolutions and Compound Distributions with Insurance Applications
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+Publication:5043474