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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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The final version of this article appeared as: Landsman Z., A. Tsanakas (2006), ''Stochastic ordering of bivariate elliptical distributions'', Statistics and Probability Letters, 76, p.488-494
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Paths and indices of maximal tail dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
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2
Beyond the pearson correlation : heavy-tailed risks, weighted gini correlations, and a Gini-type weighted insurance pricing model
Furman, Edward
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
3
,
pp. 919-942
Persistent link: https://www.econbiz.de/10011763689
Saved in:
3
A form of multivariate pareto distribution with applications to financial risk measurement
Su, Jianxi
;
Furman, Edward
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 331-357
Persistent link: https://www.econbiz.de/10011671067
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