Some analytical results on bivariate stable distributions with an application in operational risk-Reference-Cited by-同舟云学术

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

Published:2022-03-24 Issue:7 Volume:22 Page:1355-1369
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Tafakori L.¹,Bee M.²^ORCID,Soltani A.R.³⁴

Affiliation:

1. Department of Mathematical Sciences, School of Science, RMIT University, Melbourne, Australia

2. Department of Economics and Management, University of Trento, Trento, Italy

3. Department of Statistics and Operations Research, Kuwait University, Safat, Kuwait

4. Department of Statistics, School of Science, Shiraz University, Shiraz, Iran

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2022.2046285

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