Third Cumulant for Multivariate Aggregate Claim Models

Nicola Loperfido, Stepan Mazur, Krzysztof Podgorski

Department of Statistics

Research output: Working paper/Preprint › Working paper

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2018
Third cumulant for multivariate aggregate claim models
Loperfido, N., Mazur, S. & Podgórski, K., 2018 Feb 7, In: Scandinavian Actuarial Journal. 2018, 2, p. 109-128
Research output: Contribution to journal › Article › peer-review