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AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS - MaRDI portal

AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS (Q5050856)

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scientific article; zbMATH DE number 7619757
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AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS
scientific article; zbMATH DE number 7619757

    Statements

    title
    AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS (English)
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    author
    Xiao Jiang
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    Saralees Nadarajah
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    Jeffrey Chu
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    publication date
    18 November 2022
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    zbMATH Keywords
    closed form
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    risk
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    sum
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    Identifiers

    zbMATH DE Number
    7619757
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    OpenAlex ID
    W2759553976
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