Risk aggregation with FGM copulas (Q6171947): Difference between revisions

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Latest revision as of 18:17, 1 August 2024

scientific article; zbMATH DE number 7713938
Language Label Description Also known as
English
Risk aggregation with FGM copulas
scientific article; zbMATH DE number 7713938

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    Risk aggregation with FGM copulas (English)
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    18 July 2023
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    stochastic representation
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    mixed Erlang distributions
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    stochastic order
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    order statistics
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    risk-sharing
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    capital allocation
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