pTAS distributions with application to risk management
DOI10.1186/S40488-016-0049-9zbMATH Open1349.62520OpenAlexW2500423890WikidataQ59469354 ScholiaQ59469354MaRDI QIDQ347267FDOQ347267
Authors: Matthias Fischer, Kevin Jakob 
Publication date: 30 November 2016
Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s40488-016-0049-9
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Infinitely divisible distributions; stable distributions (60E07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40) Laplace transform (44A10)
Cites Work
- Modelling Cell Generation Times by Using the Tempered Stable Distribution
- Tempered stable distributions and processes
- A Generalization of the Gamma Distribution
- Title not available (Why is that?)
- Characterizations of GIG laws: a survey
- Survival models for heterogeneous populations derived from stable distributions
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- CreditRisk\(^+\) in the banking industry.
- Quantitative Operational Risk Models
- Quantifying the impact of different copulas in a generalized CreditRisk\(^+\) framework. An empirical study
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