Pages that link to "Item:Q2374106"
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The following pages link to Risk aggregation in multivariate dependent Pareto distributions (Q2374106):
Displaying 21 items.
- On a multivariate Pareto distribution (Q659227) (← links)
- A bivariate distribution with Lomax and geometric margins (Q1622113) (← links)
- The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
- Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- A multivariate dependence measure for aggregating risks (Q2252393) (← links)
- Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- Risk aggregation and capital allocation using a new generalized Archimedean copula (Q2670109) (← links)
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
- ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION (Q4562957) (← links)
- AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS (Q4691248) (← links)
- Compound sum distributions with dependence (Q5004990) (← links)
- Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027911) (← links)
- EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES (Q5045343) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process (Q5077477) (← links)
- Aggregation of Dependent Risks with Heavy-Tail Distributions (Q5876122) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)
- Objective Bayesian inference for the reliability in a bivariate Lomax distribution (Q6204704) (← links)
- Application of objective priors for the multivariate Lomax distribution (Q6541087) (← links)
