Some analytical results on bivariate stable distributions with an application in operational risk

DOI10.1080/14697688.2022.2046285OpenAlexW4220847957MaRDI QIDQ5092649

Laleh Tafakori, Marco Bee, Ahmad Reza Soltani

Publication date: 22 July 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2022.2046285

zbMATH Keywords

characteristic functionapproximate maximum likelihoodbivariate stable distributionsone-sided bivariate Laplace transform

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér-von Mises distance

Cites Work

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