AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS

DOI10.1017/S0269964817000377OpenAlexW2759553976MaRDI QIDQ5050856

Xiao Jiang, Jeffrey Chu, Saralees Nadarajah

Publication date: 18 November 2022

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964817000377

zbMATH Keywords

risksumclosed form

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cites Work

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