ASYMPTOTICS FOR VAR AND CTE OF TOTAL AGGREGATE LOSSES IN A BIVARIATE OPERATIONAL RISK CELL MODEL

Gong, YS; Yang, Y

Yang, Y (通讯作者),Nanjing Audit Univ, Sch Math & Stat, Nanjing 211815, Jiangsu, Peoples R China.

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2022; 18 (2): 1321