Third cumulant for multivariate aggregate claim models-Reference-Cited by-同舟云学术

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Third cumulant for multivariate aggregate claim models

Published:2017-03-29 Issue:2 Volume:2018 Page:109-128
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Loperfido Nicola¹,Mazur Stepan²,Podgórski Krzysztof³

Affiliation:

1. Dipartimento di Economia, Società e Politica, Università degli Studi di Urbino “Carlo Bo”, Urbino (PU), Italy.

2. Unit of Statistics, School of Business, Örebro University, Örebro, Sweden.

3. Department of Statistics, Lund University, Lund, Sweden.

Funder

Riksbankens Jubileumsfond

Vetenskapsrådet

Swedish Research Council

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2017.1306795

Reference37 articles.

1. Skewed distributions in finance and actuarial science: a review

2. On the distributions of two classes of correlated aggregate claims

3. Multivariate insurance models: An overview

4. Accident Statistics and the Concept of Accident-Proneness

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