The Distribution of Sums of Certain I.I.D. Pareto Variates
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Publication:5201499
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Cites work
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- A solution to the ruin problem for Pareto distributions.
- Aggregation of independent Paretian random variables
- On the Sums of Independently Distributed Pareto Variates
- The Pareto-Levy Law and the Distribution of Income
Cited in
(20)- On the behavior of the high order stop-loss transform for convolutions with some applications
- Exact laws for sums of ratios of order statistics from the Pareto distribution
- The Paretian ratio distribution -- an application to the volatility of GDP
- 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
- On sums of independent generalized Pareto random variables with applications to insurance and cat bonds
- Penultimate gamma approximation in the CLT for skewed distributions
- A Poisson-Pareto model of chlorophyll-\(a\) fluorescence signals in marine environments
- 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
- scientific article; zbMATH DE number 813742 (Why is no real title available?)
- Dependence modeling of frequency-severity of insurance claims using waiting time
- Tail asymptotic expansions for \(L\)-statistics
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks
- Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model
- Series expansions for convolutions of Pareto distributions
- On the convolution of Pareto and gamma distributions
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