Risk aggregation in multivariate dependent Pareto distributions-Reference-Cited by-同舟云学术

Risk aggregation in multivariate dependent Pareto distributions

Published:2016-11 Issue: Volume:71 Page:154-163
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Sarabia José María,Gómez-Déniz Emilio,Prieto Faustino,Jordá Vanesa

Funder

Fundación Banco Santander

Publisher

Elsevier BV

Subject

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

Reference28 articles.

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3. Pareto Distributions;Arnold,1983

4. Bivariate distributions with Pareto conditionals;Arnold;Statist. Probab. Lett.,1987

5. Arnold, B.C., 2015. Pareto Distributions, second ed. Chapman & Hall/CRC Monographs on Statistics & Applied Probability, Boca Ratón, FL.

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