The Distribution of Sums of Certain I.I.D. Pareto Variates
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Publication:5201499
DOI10.1080/03610920500476325zbMATH Open1084.62013OpenAlexW1971066544MaRDI QIDQ5201499FDOQ5201499
Publication date: 19 April 2006
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920500476325
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Cites Work
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- The Pareto-Levy Law and the Distribution of Income
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- Aggregation of independent Paretian random variables
- A solution to the ruin problem for Pareto distributions.
- On the Sums of Independently Distributed Pareto Variates
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- The Distribution of Sums of I.I.D. Pareto Random Variables with Arbitrary Shape Parameter
- Aggregation of independent Paretian random variables
- Balancing risk: generation expansion planning under climate mitigation scenarios
- Penultimate gamma approximation in the CLT for skewed distributions
- Generalized PELVE and applications to risk measures
- The distribution of compound sums of Pareto distributed losses
- Risk aggregation in multivariate dependent Pareto distributions
- An evolving model for the lodging-service network in a tourism destination
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- Dependence modeling of frequency-severity of insurance claims using waiting time
- Tail asymptotic expansions for \(L\)-statistics
- Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks
- ON SUMS OF INDEPENDENT GENERALIZED PARETO RANDOM VARIABLES WITH APPLICATIONS TO INSURANCE AND CAT BONDS
- On the behavior of the high order stop-loss transform for convolutions with some applications
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