Aggregation of Dependent Risks with Heavy-Tail Distributions.
Montserrat GuillenJosé María SarabiaFaustino PrietoVanesa JordáPublished in: Int. J. Uncertain. Fuzziness Knowl. Based Syst. (2019)
Keyphrases
- heavy tailed
- power law
- data aggregation
- independent and identically distributed
- probability distribution
- random variables
- statistically independent
- risk assessment
- genetic algorithm
- statistical distributions
- risk management
- gaussian distribution
- probabilistic model
- database systems
- decision making
- real world
- graphical models
- software engineering
- expert systems
- risk factors
- joint distribution
- data structure
- multi agent
- aggregation functions
- social networks
- log normal