On two families of bivariate distributions with exponential marginals : aggregation and capital allocation
Hélène Cossette; Etienne Marceau; Samuel Perreault
| Year of publication: |
2015
|
|---|---|
| Authors: | Cossette, Hélène ; Marceau, Etienne ; Perreault, Samuel |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 214-224
|
| Subject: | Bivariate distributions with exponential marginals | Aggregation | TVaR-based allocation | Bivariate combination of exponential distributions with exponential marginals | Bivariate mixed Erlang distributions with exponential marginals | Moran-Downton’s bivariate exponential distribution | Bladt-Nielsen’s bivariate exponential distribution | Farlie-Gumbel-Morgenstern copula | Theorie | Theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011398017