The distribution of the sum of two dependent randomly weighted random variables with applications

DOI10.1080/03610926.2022.2117558MaRDI QIDQ6130004OpenAlexFDO

Authors Rasool Roozegar, Saralees Nadarajah

Publication date 18 April 2024

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2022.2117558

zbMATH Keywords

copulaexpected shortfalldependence

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

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