Risk aggregation in multivariate dependent Pareto distributions (Q2374106)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk aggregation in multivariate dependent Pareto distributions |
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
