Risk aggregation in multivariate dependent Pareto distributions (Q2374106): Difference between revisions
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Revision as of 11:03, 28 February 2024
scientific article
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| English | 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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