This paper focuses on the parameter estimation for the d-variate Farlie–Gumbel–
Morgenstern (FGM) copula (d ≥ 2 d≥ 2), which has 2^ dd-1 2 dd-1 dependence …

Bayes spaces were initially designed to provide a geometric framework for the modeling and
analysis of distributional data. It has recently come to light that this methodology can be …

We offer a new perspective on risk aggregation with FGM copulas. Along the way, we
discover new results and revisit existing ones, providing simpler formulas than one can find …

Social bottom line has been acknowledged as a significant indicator for sustainability index
measurement in the supply chain management. The use of resources sourced at national …

In this paper, we address risk aggregation and capital allocation problems in the presence of
dependence between risks. The dependence structure is defined by a mixed Bernstein …

We discuss some properties of a class of multivariate mixed Erlang distributions with
different scale parameters and describes various distributional properties related to …

GlueVaR risk measures defined by Belles-Sampera et al.(2014) generalize the traditional
quantile-based approach to risk measurement, while a subfamily of these risk measures has …

The study of the distributions of sums of dependent risks is a key topic in actuarial sciences,
risk management, reliability and in many branches of applied and theoretical probability …

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 analytic …

In this paper we obtain closed expressions for the probability distribution function of
aggregated risks with multivariate dependent Pareto distributions. We work with the …