Aggregation of dependent risks in mixtures of exponential distributions and extensions
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20180031106 | ||
| 003 | MAP | ||
| 005 | 20181108183135.0 | ||
| 008 | 181107e20180903gbr|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 245 | 0 | 0 | $aAggregation of dependent risks in mixtures of exponential distributions and extensions$cJosé María Sarabia... [et al.] |
| 520 | $aThe 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. | ||
| 650 | 4 | $0MAPA20080597665$aMétodos estadísticos | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080601522$aEvaluación de riesgos | |
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 1079-1108 |