On a multivariate Pareto distribution
From MaRDI portal
Publication:659227
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
characterizations; mixtures; dependence; economic weighted pricing; multivariate Pareto distributions; simultaneous loss
62H10: Multivariate distribution of statistics
62E15: Exact distribution theory in statistics
60E05: Probability distributions: general theory
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