On a Multivariate Gamma Distribution

By Edward Furman. 2008

73 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/e93cb4d17eb5e85f501ae37e16c03e3b0eeaeaf7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Jianxi Su
2. Edward Furman

In Management Science and Operations Research

1. Jianxi Su
2. Edward Furman

In Statistics and Probability

1. Jianxi Su
2. Edward Furman

Citations in the corpus

• A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (2016, background): “1 (auxiliary for the present paper) establishes an encompassing multivariate probability law with gamma-distributed univariate margins and an additive background risk dependence structure (see, Gollier and Pratt, 1996; Tsanakas, 2008; Furman and Landsman, 2010 for applications of the additive backgr”
• On a Multivariate Pareto Distribution (2010, unknown): “Departing from this rather restrictive requirement, Furman and Zitikis (2008b) introduced and studied the economic weighted pricing functionalΠw : X×X→ [0,∞] formulated as”