Aggregation of dependent risks in mixtures of exponential distributions and extensions

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      <subfield code="a">Aggregation of dependent risks in mixtures of exponential distributions and extensions</subfield>
      <subfield code="c">José María Sarabia... [et al.]</subfield>
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      <subfield code="a">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.</subfield>
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      <subfield code="d">Belgium : ASTIN and AFIR Sections of the International Actuarial Association</subfield>
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      <subfield code="g">03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 1079-1108</subfield>
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