On some layer-based risk measures with applications to exponential dispersion models

DOI10.1155/2010/357321zbMath1200.91136OpenAlexW3123361588WikidataQ58652655 ScholiaQ58652655MaRDI QIDQ609700

Olga Furman, Edward Furman

Publication date: 1 December 2010

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/227828

Mathematics Subject Classification ID

Related Items (3)

Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type ⋮ Multivariate lifetime distributions for the exponential dispersion family ⋮ Credibility theory based on trimming

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