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On a multivariate Pareto distribution · Study

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ArticleOn a multivariate Pareto distribution

Alexandru Vali Asimit2009

OA

Articlegreen2009

On a multivariate Pareto distribution

Alexandru Vali Asimit · Edward Furman · Raluca Vernic

64 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 64 citations exist upstream.

References

2004Copula Methods in Finance 1964Cours d'économie politique 1974Residual Life Time at Great Age 1998Understanding Relationships Using Copulas 2007A Primer on Copulas for Count Data 2007A Primer on Copulas for Count Data 2007Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures 2007Weighted premium calculation principles

Cited by

2009Multivariate Tweedie distributions and some related capital-at-risk analyses 2016A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT 2011A generalized beta copula with applications in modeling multivariate long-tailed data

Details

Year2009

Typearticle

Published2009-11-13

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations64

Files0 public / 0

ShelfProbability and Risk Models

Identifiers

doi10.1016/j.insmatheco.2009.11.004

openalex_workW1995473252

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