A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796)
From MaRDI portal
scientific article; zbMATH DE number 6880355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT |
scientific article; zbMATH DE number 6880355 |
Statements
A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (English)
0 references
4 June 2018
0 references
multivariate Pareto distributions
0 references
characterizations
0 references
dependence
0 references
weighted risk measures
0 references
minima
0 references
maxima
0 references
