MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183)
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scientific article; zbMATH DE number 7540875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION |
scientific article; zbMATH DE number 7540875 |
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MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (English)
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13 June 2022
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multivariate INAR(1) processes
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time dependence
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cross-dependence
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risk aggregation
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capital allocation
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