Risk aggregation in multivariate dependent Pareto distributions (Q2374106): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:11, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk aggregation in multivariate dependent Pareto distributions |
scientific article |
Statements
Risk aggregation in multivariate dependent Pareto distributions (English)
0 references
14 December 2016
0 references
dependent risks
0 references
individual risk model
0 references
collective risk model
0 references
classical Pareto distribution
0 references
hypergeometric functions
0 references
