Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235): Difference between revisions
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Revision as of 00:56, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Tweedie distributions and some related capital-at-risk analyses |
scientific article |
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Multivariate Tweedie distributions and some related capital-at-risk analyses (English)
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10 February 2012
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exponential dispersion models
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multivariate Tweedie family
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Cauchy's functional equations
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risk capital allocations
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the tail conditional expectation risk measure
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