Risk aggregation in multivariate dependent Pareto distributions
- 期刊名称Insurance: Mathematics and Economics
- 作者Sarabia, José María; Gómez-Déniz, Emilio; Prieto, Faustino; Jordá, Vanesa
- 卷第71卷
- 印刷ISSN0167-6687
- 文件大小701.25KB
- 发表时间2016-11
- DOI10.1016/j.insmatheco.2016.07.009
- 页码154-163
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