On a multivariate Pareto distribution

Insurance: Mathematics and Economics

Volumn 46, Issue 2, 2010, Pages 308-316

  Asimit, Alexandru V ^a   Furman, Edward ^b   Vernic, Raluca ^c,d  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b YORK UNIVERSITY   (Canada)

^c OVIDIUS UNIVERSITY   (Romania)

^d INSTITUTE OF MATHEMATICAL STATISTICS AND APPLIED MATHEMATICS   (Romania)

Author keywords

Characterizations; Dependence; Economic weighted pricing; Mixtures; Multivariate Pareto distributions; Simultaneous loss

Indexed keywords

EID: 77949267658     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2009.11.004     Document Type: Article

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