Some properties and characterizations for generalized multivariate Pareto distributions
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References listed on IDEAS
- Yeh, Hsiaw-Chan, 2002. "Six multivariate Zipf distributions and their related properties," Statistics & Probability Letters, Elsevier, vol. 56(2), pages 131-141, January.
- Yeh, H. C., 1994. "Some Properties of the Homogeneous Multivariate Pareto (IV) Distribution," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 46-53, October.
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- Alexandru V. Asimit & Raluca Vernic & Riċardas Zitikis, 2013. "Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model," Risks, MDPI, vol. 1(1), pages 1-20, March.
- Yeh, Hsiaw-Chan, 2009. "Multivariate semi-Weibull distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1634-1644, September.
- Yeh, Hsiaw-Chan, 2010. "Multivariate semi-logistic distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 893-908, April.
- Yeh, Hsiaw-Chan, 2007. "Three general multivariate semi-Pareto distributions and their characterizations," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1305-1319, July.
- Gribkova, N.V. & Su, J. & Zitikis, R., 2022. "Inference for the tail conditional allocation: Large sample properties, insurance risk assessment, and compound sums of concomitants," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 199-222.
- Arendarczyk, Marek & Kozubowski, Tomasz. J. & Panorska, Anna K., 2018. "The joint distribution of the sum and maximum of dependent Pareto risks," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 136-156.
- Raluca Vernic, 2011. "Tail Conditional Expectation for the Multivariate Pareto Distribution of the Second Kind: Another Approach," Methodology and Computing in Applied Probability, Springer, vol. 13(1), pages 121-137, March.
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Keywords
Multivariate Pareto distributions MP(k)(I); MP(k)(II); MP(k)(III); MP(k)(IV) families Coordinatewise geometric minima Geometric maxima Characterizations Homogeneous MP(k)(IV) distribution Truncation Residual life;All these keywords.
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