Analytical expressions of risk quantities for composite models

José María Sarabia and Enrique Calderín-Ojeda

Year of publication:	2018
Authors:	Sarabia, José María ; Calderín-Ojeda, Enrique
Published in:	The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 12.2018, 3, p. 75-101
Subject:	McDonald's family distributions \| incomplete moment distribution \| risk measures \| loss distributions \| composite models \| Statistische Verteilung \| Statistical distribution \| Theorie \| Theory \| Risikomaß \| Risk measure \| Risiko \| Risk \| Wahrscheinlichkeitsrechnung \| Probability theory

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