Vali Alexandru Asimit

University of Manchester - School of Mathematics

United Kingdom

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On a Multivariate Pareto Distribution

Insurance: Mathematics and Economics, Vol. 46, No. 2, 2010
Number of pages: 21 Posted: 29 Jul 2010 Last Revised: 20 Sep 2010
Vali Alexandru Asimit, Edward Furman and Raluca Vernic
University of Manchester - School of Mathematics, York University - Department of Mathematics and Statistics and Ovidius University of Constanta
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Abstract:

Multivariate Pareto distributions, characterizations, mixtures, dependence, simultaneous loss, economic weighted pricing