On sums of independent generalized Pareto random variables with applications to insurance and cat bonds (Q4629425)
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scientific article; zbMATH DE number 7043043
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| English | On sums of independent generalized Pareto random variables with applications to insurance and cat bonds |
scientific article; zbMATH DE number 7043043 |
Statements
ON SUMS OF INDEPENDENT GENERALIZED PARETO RANDOM VARIABLES WITH APPLICATIONS TO INSURANCE AND CAT BONDS (English)
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27 March 2019
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characteristic function
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generalized Pareto distribution
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incomplete gamma function
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0.8108649253845215
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0.8053898811340332
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0.7867971062660217
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0.7811633348464966
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0.7808569073677063
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