Capital allocation for Sarmanov's class of distributions (Q518872)
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scientific article; zbMATH DE number 6698231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital allocation for Sarmanov's class of distributions |
scientific article; zbMATH DE number 6698231 |
Statements
Capital allocation for Sarmanov's class of distributions (English)
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30 March 2017
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Sarmanov multivariate distribution
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exponential distribution
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capital allocation
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tail-value-at-risk (TVaR)
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