Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235)
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scientific article; zbMATH DE number 6004700
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| English | Multivariate Tweedie distributions and some related capital-at-risk analyses |
scientific article; zbMATH DE number 6004700 |
Statements
Multivariate Tweedie distributions and some related capital-at-risk analyses (English)
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10 February 2012
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exponential dispersion models
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multivariate Tweedie family
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Cauchy's functional equations
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risk capital allocations
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the tail conditional expectation risk measure
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0.8178380131721497
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0.8051713109016418
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0.7896157503128052
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0.7847805023193359
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