On two families of bivariate distributions with exponential marginals : aggregation and capital allocation
Year of publication: |
2015
|
---|---|
Authors: | Cossette, Hélène ; Marceau, Etienne ; Perreault, Samuel |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 214-224
|
Subject: | Bivariate distributions with exponential marginals | Aggregation | TVaR-based allocation | Bivariate combination of exponential distributions with exponential marginals | Bivariate mixed Erlang distributions with exponential marginals | Moran-Downton’s bivariate exponential distribution | Bladt-Nielsen’s bivariate exponential distribution | Farlie-Gumbel-Morgenstern copula | Statistische Verteilung | Statistical distribution | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory |
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