|
|||||
|
|
A comparison of risk aggregation estimates using copulas and Fleishman distributions |
|
| Authors: | Gary van Vuuren Riaan de Jongh |
| Institution: | Centre for Business Mathematics and Informatics, North-West University, Potchefstroom Campus, Potchefstroom, South Africa |
| Abstract: | |
| Keywords: | Gumbel copula Fleishman power method correlated variables distribution moments |