Multivariate distributions with time and cross-dependence : aggregation and capital allocation
by Xiang Hu and Lianzeng Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Hu, Xiang ; Lianzeng, Zhang |
| Subject: | capital allocation | cross-dependence | Multivariate INAR(1) processes | risk aggregation | time dependence | Theorie | Theory | Aggregation | Multivariate Analyse | Multivariate analysis | Investition | Investment | Statistische Verteilung | Statistical distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2022.8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013270081