Navarro, Jorge; Sarabia, José María Copula representations for the sum of dependent risks: models and comparisons. (English) Zbl 07621883 Probab. Eng. Inf. Sci. 36, No. 2, 320-340 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Navarro} and \textit{J. M. Sarabia}, Probab. Eng. Inf. Sci. 36, No. 2, 320--340 (2022; Zbl 07621883) Full Text: DOI
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
Guillén, Montserrat; Sarabia, José María; Prieto, Faustino Simple risk measure calculations for sums of positive random variables. (English) Zbl 1284.60029 Insur. Math. Econ. 53, No. 1, 273-280 (2013). MSC: 60E05 91B30 62P05 PDFBibTeX XMLCite \textit{M. Guillén} et al., Insur. Math. Econ. 53, No. 1, 273--280 (2013; Zbl 1284.60029) Full Text: DOI