Aggregation of dependent risks in mixtures of exponential distributions and extensions
Year of publication: |
2018
|
---|---|
Authors: | Sarabia Alzaga, José Maria ; Gómez-Déniz, Emilio ; Prieto, Faustino ; Jordá, Vanesa |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 3, p. 1079-1107
|
Subject: | Aggregation | dependent random variables | Laplace transform | collective risk model | partial Bell polynomials | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risiko | Risk | Zufallsvariable | Random variable | Wahrscheinlichkeitsrechnung | Probability theory |
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