On a multivariate Pareto distribution

DOI10.1016/j.insmatheco.2009.11.004zbMath1231.60013MaRDI QIDQ659227

Raluca Vernic, Edward Furman, Alexandru V. Asimit

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://openaccess.city.ac.uk/id/eprint/13129/1/MultiParetoAFVrev.pdf

zbMATH Keywords

characterizations; mixtures; dependence; economic weighted pricing; multivariate Pareto distributions; simultaneous loss

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E15: Exact distribution theory in statistics

60E05: Probability distributions: general theory

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