Sarabia, José María; Gómez-Déniz, Emilio; Prieto, Faustino; Jordá, Vanesa Aggregation of dependent risks in mixtures of exponential distributions and extensions. (English) Zbl 1404.62116 ASTIN Bull. 48, No. 3, 1079-1107 (2018). MSC: 62P05 62H30 91B30 PDFBibTeX XMLCite \textit{J. M. Sarabia} et al., ASTIN Bull. 48, No. 3, 1079--1107 (2018; Zbl 1404.62116) Full Text: DOI arXiv Link
Sarabia, José María; Gómez-Déniz, Emilio; Prieto, Faustino; Jordá, Vanesa Risk aggregation in multivariate dependent Pareto distributions. (English) Zbl 1371.91107 Insur. Math. Econ. 71, 154-163 (2016). MSC: 91B30 62P05 60E05 62E15 PDFBibTeX XMLCite \textit{J. M. Sarabia} et al., Insur. Math. Econ. 71, 154--163 (2016; Zbl 1371.91107) Full Text: DOI arXiv