A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796)
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scientific article; zbMATH DE number 6880355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT |
scientific article; zbMATH DE number 6880355 |
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A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (English)
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4 June 2018
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multivariate Pareto distributions
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characterizations
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dependence
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weighted risk measures
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minima
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maxima
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