Characterization and classification of multiple stable Tweedie models
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/article/10.1007/s10986-018-9406-3/fulltext.html
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3. E. Furman and Z. Landsman, Multivariate Tweedie distributions and some related capital-at-risk analyses, Insur. Math. Econ., 46:351–361, 2010.
4. A. Ghribi, C.C. Kokonendji, and A. Masmoudi, Characteristic property of a class of multivariate variance functions, Lith. Math. J., 55:506–517, 2015.
5. W.S. Kendal, Multifractability attributed to dual central limit-like convergence effects, Physica A, 401:22–23, 2014.
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. A Complete Characterization of Multivariate Normal Stable Tweedie Models through a Monge—Ampère Property;Acta Mathematica Sinica, English Series;2020-11
2. Relative variation indexes for multivariate continuous distributions on $$[0,\infty )^k$$ and extensions;AStA Advances in Statistical Analysis;2020-03-09
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