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Unconditional distributions obtained from conditional specification models with applications in risk theory
Gómez-Déniz, Emilio; Calderín-Ojeda, Enrique - 2012
Persistent link: https://www.econbiz.de/10009565492
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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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Aggregation of dependent risks in mixtures of exponential distributions and extensions
Sarabia Alzaga, José Maria; Gómez-Déniz, Emilio; … - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 1079-1107
Persistent link: https://www.econbiz.de/10011999867