BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819)
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scientific article; zbMATH DE number 6880375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL |
scientific article; zbMATH DE number 6880375 |
Statements
BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (English)
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4 June 2018
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Pearson correlation
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weighted Gini correlation
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capital asset pricing model
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weighted insurance pricing model
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bivariate distributions
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