A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796): Difference between revisions

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Latest revision as of 20:11, 15 July 2024

scientific article; zbMATH DE number 6880355
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English
A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT
scientific article; zbMATH DE number 6880355

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    A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (English)
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    4 June 2018
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    multivariate Pareto distributions
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    characterizations
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    dependence
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    weighted risk measures
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    minima
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    maxima
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