On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473)
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scientific article; zbMATH DE number 6481773
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| English | On two families of bivariate distributions with exponential marginals: aggregation and capital allocation |
scientific article; zbMATH DE number 6481773 |
Statements
On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (English)
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14 September 2015
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bivariate distributions with exponential marginals
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aggregation
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TVaR-based allocation
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bivariate combination of exponential distributions with exponential marginals
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bivariate mixed Erlang distributions with exponential marginals
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Moran-Downton's bivariate exponential distribution
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Bladt-Nielsen's bivariate exponential distribution
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Farlie-Gumbel-Morgenstern copula
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