Risk aggregation in multivariate dependent Pareto distributions (Q2374106)

From MaRDI portal
Revision as of 02:48, 13 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Risk aggregation in multivariate dependent Pareto distributions
scientific article

    Statements

    title
    Risk aggregation in multivariate dependent Pareto distributions (English)
    0 references
    author
    José María Sarabia
    0 references
    Faustino Prieto
    0 references
    Vanesa Jordá
    0 references
    Emilio Gómez-Déniz
    0 references
    publication date
    14 December 2016
    0 references
    zbMATH Keywords
    dependent risks
    0 references
    individual risk model
    0 references
    collective risk model
    0 references
    classical Pareto distribution
    0 references
    hypergeometric functions
    0 references
    cites work
    Q4769776
    0 references
    Q3395941
    0 references
    Q5245829
    0 references
    Loss Models
    0 references
    Q4230625
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B30
    0 references
    62P05
    0 references
    60E05
    0 references
    62E15
    0 references
    zbMATH DE Number
    6663352
    0 references
    OpenAlex ID
    W2963285401
    0 references
    arXiv ID
    1506.00559
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2374106&oldid=36294722"
    Powered by MediaWiki