Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes (Q652877)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes |
scientific article; zbMATH DE number 5989133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes |
scientific article; zbMATH DE number 5989133 |
Statements
Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes (English)
0 references
18 December 2011
0 references
catastrophic event
0 references
coherent measure of risk
0 references
birth process
0 references
cumulant generating function
0 references
periodic intensity
0 references
saddlepoint approximation
0 references
trigonometric polynomial
0 references
Wiener process
0 references
zero-modified distribution
0 references
0 references
0 references
0 references
0.87759787
0 references
0.8724258
0 references
0.87074023
0 references
0.8683574
0 references
0.8658491
0 references
0.86340755
0 references
0.86108875
0 references
