Aggregation of dependent risks in mixtures of exponential distributions and extensions
By José María Sarabia, Emilio Gómez-Déniz, Faustino Prieto and Vanesa Jordá
| Year of publication: |
2018
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|---|---|
| Authors: | Sarabia, José María ; Gómez-Déniz, Emilio ; Prieto, Faustino ; Jordá, Vanesa |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 3, p. 1079-1107
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| Subject: | Aggregation | dependent random variables | Laplace transform | collective risk model | partial Bell polynomials | Statistische Verteilung | Statistical distribution | Risiko | Risk | Schätztheorie | Estimation theory | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011999867