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  • On Bivariate Distributions Defined with Exponential Marginals: Aggregation and Capital Allocation
    On Bivariate Distributions Defined with Exponential Marginals: Aggregation and Capital Allocation This ... abstract describes a paper that considers portfolios of two dependent risks whose joint distributions are ...

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    • Authors: Hélène Cossette, Etienne Marceau, Samuel Perreault
    • Date: Feb 2014