Journal article

Unconditional distributions obtained from conditional specification models with applications in risk theory

E Gomez-Deniz, E Calderin-Ojeda

Scandinavian Actuarial Journal | TAYLOR & FRANCIS LTD | Published : 2014

University of Melbourne Researchers


Awarded by MICINN, Spain

Funding Acknowledgements

We are indebted to the referee for helpful comments which, without doubt, helped to improve an earlier version of the work. EGD was partially funded by ECO2009-14152 (MICINN, Spain).