Aggregation of Dependent Risks with Heavy-Tail Distributions (Q5876122)
From MaRDI portal
scientific article; zbMATH DE number 7647740
Language | Label | Description | Also known as |
---|---|---|---|
English | Aggregation of Dependent Risks with Heavy-Tail Distributions |
scientific article; zbMATH DE number 7647740 |
Statements
Aggregation of Dependent Risks with Heavy-Tail Distributions (English)
0 references
31 January 2023
0 references
risk analysis
0 references
extremes
0 references
beta distribution
0 references
sum of losses
0 references