Pages that link to "Item:Q4563796"

The following pages link to A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796):

Displaying 12 items.

• CMPH: a multivariate phase-type aggregate loss distribution (Q1648668) (← links)
• Optimal two-stage pricing strategies from the seller's perspective under the uncertainty of buyer's decisions (Q1690076) (← links)
• Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
• An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
• Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
• Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
• Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
• Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
• Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
• Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
• BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
• Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027911) (← links)