A New Heavy Tailed Class of Distributions Which Includes the Pareto
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- Julia Adamska & Łukasz Bielak & Joanna Janczura & Agnieszka Wyłomańska, 2022. "From Multi- to Univariate: A Product Random Variable with an Application to Electricity Market Transactions: Pareto and Student’s t -Distribution Case," Mathematics, MDPI, vol. 10(18), pages 1-29, September.
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Keywords
pareto distribution; excess-of-loss reinsurance; loggamma distribution; composite models;All these keywords.
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