Pages that link to "Item:Q659227"
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The following pages link to On a multivariate Pareto distribution (Q659227):
Displaying 29 items.
- On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- Generalized Marshall-Olkin distributions and related bivariate aging properties (Q634555) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
- Archimedean-based Marshall-Olkin distributions and related dependence structures (Q1703027) (← links)
- Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses (Q2157416) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- A general multivariate new better than used (MNBU) distribution and its properties (Q2227194) (← links)
- Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale (Q2322015) (← links)
- Risk aggregation in multivariate dependent Pareto distributions (Q2374106) (← links)
- Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
- A pseudo-Pareto distribution and concomitants of its order statistics (Q2404179) (← links)
- Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
- A double generalized Pareto distribution (Q2439636) (← links)
- On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- Statistical Inference for a New Class of Multivariate Pareto Distributions (Q2809618) (← links)
- Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
- Goodness-of-fit tests for Pareto distribution based on a characterization and their asymptotics (Q3462136) (← links)
- General Stein-Type Covariance Decompositions with Applications to Insurance and Finance (Q3569721) (← links)
- ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION (Q4562957) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
- A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
- Lifetime dependence models generated by multiply monotone functions (Q4583623) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
