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Methodology and Computing in Applied Probability
Volumn 13, Issue 1, 2011, Pages 121-137
Tail Conditional Expectation for the Multivariate Pareto Distribution of the Second Kind: Another Approach
Author keywords

Multivariate Pareto distribution of the second kind; Tail conditional expectation
Indexed keywords

EID: 78651429037     PISSN: 13875841     EISSN: 15737713     Source Type: Journal    
DOI: 10.1007/s11009-009-9131-9     Document Type: Article
Times cited : (26)
References (14)
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  • 4
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    • Chiragiev, A.1    Landsman, Z.2
  • 5
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    • Dhaene J, Goovaerts MJ, Kaas R (2003) Economic capital allocation derived from risk measures. N Am Actuar J 7: 44-59.
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    • Dhaene, J.1    Goovaerts, M.J.2    Kaas, R.3
  • 7
    • 38649136226 scopus 로고    scopus 로고
    • Weighted premium calculation principles
    • Furman E, Zitikis R (2008) Weighted premium calculation principles. Insur Math Econ 42: 459-465.
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    • Furman, E.1    Zitikis, R.2
  • 10
    • 85011457676 scopus 로고    scopus 로고
    • Tail conditional expectation for exponential dispersion models
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    • Panjer, H.H.1
  • 13
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    • Two multivariate Pareto distributions and their related inferences
    • Yeh HC (2000) Two multivariate Pareto distributions and their related inferences. Bull Inst Math Acad Sin 28(2): 71-86.
    • (2000) Bull Inst Math Acad Sin , vol.28 , Issue.2 , pp. 71-86
    • Yeh, H.C.1
  • 14
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    • Yeh HC (2004) Some properties and characterizations for generalized multivariate Pareto distributions. J Multivar Anal 88: 47-60.
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    • Yeh, H.C.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.