AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS
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Publication:4691248
DOI10.1017/asb.2018.13zbMath1404.62116arXiv1705.00289OpenAlexW2963475085WikidataQ115563893 ScholiaQ115563893MaRDI QIDQ4691248
Vanesa Jordá, Emilio Gómez-Déniz, Faustino Prieto, José María Sarabia
Publication date: 19 October 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.00289
aggregationLaplace transformdependent random variablescollective risk modelpartial Bell polynomialsmixtures of gamma distributions
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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