The following pages link to On a multivariate gamma (Q1182752):
Displaying 33 items.
- A note on the pricing of multivariate contingent claims under a transformed-gamma distribution (Q315039) (← links)
- Structural equation modeling of multivariate gamma density (Q467981) (← links)
- Construction of multivariate dispersion models (Q470358) (← links)
- Simulation extrapolation estimation in parametric models with Laplace measurement error (Q470488) (← links)
- A multivariate Tweedie lifetime model: censoring and truncation (Q495471) (← links)
- Generalized Laguerre expansions of multivariate probability densities with moments (Q623152) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Risk capital decomposition for a multivariate dependent gamma portfolio (Q817298) (← links)
- Multivariate flexible Pareto model: dependency structure, properties and characterizations (Q840785) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- On Bayesian inference for generalized multivariate gamma distribution (Q990914) (← links)
- Four bivariate distributions with gamma type marginals (Q1011141) (← links)
- A form of multivariate gamma distribution (Q1206633) (← links)
- Multivariate quadratic forms of random vectors (Q1414597) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- Towards a \(\Delta\)-Gamma Sato multivariate model (Q2180296) (← links)
- A note on compound renewal risk models with dependence (Q2345669) (← links)
- Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719) (← links)
- Some bivariate gamma distributions (Q2371052) (← links)
- Lifetime dependence modelling using a truncated multivariate gamma distribution (Q2443234) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- Mixture of Bivariate Exponential Distributions (Q2786261) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- A Multivariate Gamma Distribution and its Characterizations (Q3602311) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
- Efficiency of Log-Rank Test Under Dependent Censorship (Q4707032) (← links)
- Approximating discrete multivariate distributions prom known moments (Q4856067) (← links)
- Particle Transport in Stochastic Media With Multivariate Gamma Statistics: Analytical Results With Application to Atoms in Tokamaks (Q5299741) (← links)
- Multivariate lifetime distributions for the exponential dispersion family (Q5376476) (← links)
- Extending the Merton model with applications to credit value adjustment (Q6165387) (← links)
- On the moments of the variance-gamma distribution (Q6178685) (← links)
- Bayesian inference for SIR epidemic model with dependent parameters (Q6491278) (← links)
