Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes (Q652877)
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scientific article; zbMATH DE number 5989133
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| English | Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes |
scientific article; zbMATH DE number 5989133 |
Statements
Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes (English)
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18 December 2011
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catastrophic event
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coherent measure of risk
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birth process
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cumulant generating function
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periodic intensity
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saddlepoint approximation
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trigonometric polynomial
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Wiener process
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zero-modified distribution
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0.87759787
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0.8724258
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0.87074023
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0.8683574
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0.8658491
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0.86340755
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0.86108875
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