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
Awarded by MICINN, Spain
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).