Aggregation of dependent risks in mixtures of exponential distributions and extensions

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<title>Aggregation of dependent risks in mixtures of exponential distributions and extensions</title>
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<abstract displayLabel="Summary">The distribution of the sum of dependent risks is a crucial aspect in actuarial sciences, risk management and in many branches of applied probability. This paper obtains analytic expressions for the probability density function (pdf) and the cumulative distribution function (cdf) of aggregated risks, modelled according to a mixture of exponential distributions.</abstract>
<note type="statement of responsibility">José María Sarabia... [et al.]</note>
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<topic>Métodos estadísticos</topic>
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<topic>Cálculo actuarial</topic>
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<topic>Evaluación de riesgos</topic>
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<title>Astin bulletin</title>
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<publisher>Belgium : ASTIN and AFIR Sections of the International Actuarial Association</publisher>
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<identifier type="issn">0515-0361</identifier>
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<text>03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 1079-1108</text>
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