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isPartOf:"Working papers / Ryerson University, Department of Economics"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Moutanabbir, Khouzeima"
~type_genre:"Aufsatz in Zeitschrift"
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Moutanabbir, Khouzeima
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Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad
;
Moutanabbir, Khouzeima
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
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Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals : aggregation and capital allocation
Cossette, Hélène
;
Côté, Marie-Pier
;
Marceau, Etienne
; …
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 560-572
Persistent link: https://www.econbiz.de/10009763583
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