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type_genre:"Article in journal"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Prieto, Faustino"
~subject:"Risikomaß"
~type_genre:"Bibliography included"
~type_genre:"Systematic review"
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Insurance / Mathematics & economics
The journal of operational risk
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Risk aggregation in multivariate dependent Pareto distributions
Sarabia Alzaga, José Maria
;
Gómez-Déniz, Emilio
; …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 154-163
Persistent link: https://www.econbiz.de/10011630633
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2
Simple risk measure calculations for sums of positive random variables
Guillén, Montserrat
;
Sarabia Alzaga, José Maria
; …
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 273-280
Persistent link: https://www.econbiz.de/10009785394
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