The Distribution of Sums of I.I.D. Pareto Random Variables with Arbitrary Shape Parameter
DOI10.1080/03610920701882503zbMATH Open1165.62010OpenAlexW2047946377MaRDI QIDQ3526072FDOQ3526072
Authors: Colin M. Ramsay 
Publication date: 24 September 2008
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920701882503
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Cites Work
Cited In (9)
- Aggregation of independent Paretian random variables
- On sums of independent generalized Pareto random variables with applications to insurance and cat bonds
- A Poisson-Pareto model of chlorophyll-\(a\) fluorescence signals in marine environments
- Threshold selection for extremal index estimation
- The distribution of compound sums of Pareto distributed losses
- Title not available (Why is that?)
- The Distribution of Sums of Certain I.I.D. Pareto Variates
- On the tail behaviour of aggregated random variables
- On the behavior of the high order stop-loss transform for convolutions with some applications
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