Analytical expressions of risk quantities for composite models
Year of publication: |
2018
|
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Authors: | Sarabia Alzaga, José Maria ; Calderín-Ojeda, Enrique |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 12.2018, 3, p. 75-101
|
Subject: | McDonald's family distributions | incomplete moment distribution | risk measures | loss distributions | composite models | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory |
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