Aggregation of dependent risks in mixtures of exponential distributions and extensions

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<dc:date>2018-09-03</dc:date>
<dc:description xml:lang="es">Sumario: 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.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/166094.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Métodos estadísticos</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Evaluación de riesgos</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Aggregation of dependent risks in mixtures of exponential distributions and extensions</dc:title>
<dc:relation xml:lang="es">En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 1079-1108</dc:relation>
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