ON SUMS OF INDEPENDENT GENERALIZED PARETO RANDOM VARIABLES WITH APPLICATIONS TO INSURANCE AND CAT BONDS (Q4629425)
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scientific article; zbMATH DE number 7043043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON SUMS OF INDEPENDENT GENERALIZED PARETO RANDOM VARIABLES WITH APPLICATIONS TO INSURANCE AND CAT BONDS |
scientific article; zbMATH DE number 7043043 |
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ON SUMS OF INDEPENDENT GENERALIZED PARETO RANDOM VARIABLES WITH APPLICATIONS TO INSURANCE AND CAT BONDS (English)
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27 March 2019
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characteristic function
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generalized Pareto distribution
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incomplete gamma function
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