Risk aggregation in multivariate dependent Pareto distributions
José María Sarabia, Emilio Gómez-Déniz, Faustino Prieto, Vanesa Jordá
| Year of publication: |
November 2016
|
|---|---|
| Authors: | Sarabia, José María ; Gómez-Déniz, Emilio ; Prieto, Faustino ; Jordá, Vanesa |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 71.2016, p. 154-163
|
| Subject: | Dependent risks | Individual risk model | Collective risk model | Classical Pareto distribution | Hypergeometric functions | Risiko | Risk | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Risikomodell | Risk model | Pareto-Optimum | Pareto efficiency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.07.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011630633