Third cumulant for multivariate aggregate claim models
Nicola Loperfido, Stepan Mazur and Krystof Podgórski
| Year of publication: |
February-June 2018
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|---|---|
| Authors: | Loperfido, Nicola ; Mazur, Stepan ; Podgórski, Krzystof |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 2, p. 109-128
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| Subject: | Third cumulant | multivariate aggregate claim | skew-normal | Laplace motion | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Aggregation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2017.1306795 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011880831