Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate matrix-exponential affine mixtures and their applications in risk theory |
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Multivariate matrix-exponential affine mixtures and their applications in risk theory (English)
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14 September 2022
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matrix-exponential distribution
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multivariate affine mixtures
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risk measures
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capital allocation
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multiplicative background risk models
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