Exact Distributions of Products of Certain Random Variables

DOI10.1515/EQC.2008.15zbMath1247.62042MaRDI QIDQ2915286

Saralees Nadarajah

Publication date: 16 September 2012

Published in: Economic Quality Control (Search for Journal in Brave)

zbMATH Keywords

Pareto; gamma; Weibull; log-normal; exponential; claim amount

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62E15: Exact distribution theory in statistics