2 citations · 3 across the 2 of their papers we have counts for
3 papers
Aggregation of Dependent Risks in Mixtures of Exponential Distributions and Extensions
José María Sarabia, Emilio Gómez-Déniz, Faustino Prieto +1
The distribution of the sum of dependent risks is a crucial aspect in actuarial sciences, risk management and in many branches of applied probability. In this paper, we obtain anal…
Risks aggregation in multivariate dependent Pareto distributions
José María Sarabia, Emilio Gómez-Déniz, Faustino Prieto +1
In this paper we obtain closed expressions for the probability distribution function, when we consider aggregated risks with multivariate dependent Pareto distributions. We work wi…
A variation of the Dragulescu-Yakovenko income model
José María Sarabia, Faustino Prieto, Vanesa Jordá
In the context of the Dragulescu-Yakovenko (2000) model, we show that empirical income distribution with truncated datasets, cannot be properly modeled by the one-parameter exponen…