Some new results on aggregate claim amounts from two heterogeneous Marshall-Olkin extended exponential portfolios (Q5160212)
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scientific article; zbMATH DE number 7416409
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| English | Some new results on aggregate claim amounts from two heterogeneous Marshall-Olkin extended exponential portfolios |
scientific article; zbMATH DE number 7416409 |
Statements
Some new results on aggregate claim amounts from two heterogeneous Marshall–Olkin extended exponential portfolios (English)
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28 October 2021
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aggregate claim amounts
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Marshall-Olkin extended exponential distribution
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multivariate chain majorization
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negatively associated
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positive cumulative dependence
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tail-value-at-risk
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value-at-risk
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0.8598604202270508
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0.8178108930587769
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0.8150047659873962
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0.8132509589195251
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0.8125507831573486
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