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Insurance: Mathematics and Economics

Volumn 38, Issue 2, 2006, Pages 413-426

Multivariate skew-normal distributions with applications in insurance

(1) Vernic, Raluca a

a OVIDIUS UNIVERSITY (Romania)

Author keywords

Capital allocation; Multivariate skew normal distribution; Tail conditional expectation

Indexed keywords

EID: 33644863485 PISSN: 01676687 EISSN: None Source Type: Journal
DOI: 10.1016/j.insmatheco.2005.11.001 Document Type: Article

Times cited : (90)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.