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Third cumulant for multivariate aggregate claim models - MaRDI portal

Third cumulant for multivariate aggregate claim models (Q4583605)

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scientific article; zbMATH DE number 6930164
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English
Third cumulant for multivariate aggregate claim models
scientific article; zbMATH DE number 6930164

    Statements

    title
    Third cumulant for multivariate aggregate claim models (English)
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    author
    Stepan Mazur
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    Krzysztof Podgórski
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    Nicola M. R. Loperfido
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    publication date
    31 August 2018
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    zbMATH Keywords
    third cumulant
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    multivariate aggregate claim
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    skew-normal
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    Laplace motion
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    cites work
    Q3331506
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    Q3825928
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    Q3499239
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    Q3042205
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    Q4679152
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    Q2723273
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    Q3633245
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    Q3870155
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    Q3996154
    0 references
    Q4281444
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    Identifiers

    zbMATH DE Number
    6930164
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    OpenAlex ID
    W2195552042
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