On two families of bivariate distributions with exponential marginals: aggregation and capital allocation
type: Item
instance of: scholarly article
title: On two families of bivariate distributions with exponential marginals: aggregation and capital allocation
zbMATH Open document ID: 1348.91137
author: Samuel Perreault
author: Hélène Cossette
author: É. Marceau
published in: Insurance Mathematics \& Economics
publication date: 2015-09-14T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6481773
zbMATH Keywords: bivariate distributions with exponential marginals
zbMATH Keywords: aggregation
zbMATH Keywords: TVaR-based allocation
zbMATH Keywords: bivariate combination of exponential distributions with exponential marginals
zbMATH Keywords: bivariate mixed Erlang distributions with exponential marginals
zbMATH Keywords: Moran-Downton's bivariate exponential distribution
zbMATH Keywords: Bladt-Nielsen's bivariate exponential distribution
zbMATH Keywords: Farlie-Gumbel-Morgenstern copula
describes a project that uses: Excel
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2015.05.007
OpenAlex ID: W879901372
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DOI: 10.1016/J.INSMATHECO.2015.05.007
description: scientific article; zbMATH DE number 6481773