The joint distribution of the sum and maximum of dependent Pareto risks.
Marek ArendarczykTomasz J. KozubowskiAnna K. PanorskaPublished in: J. Multivar. Anal. (2018)
Keyphrases
- joint distribution
- marginal distributions
- maximum entropy
- random variables
- multi objective
- conditional probabilities
- conditional distributions
- conditional distribution
- objective function
- probability distribution
- risk management
- absolute difference
- genetic algorithm
- graphical models
- markov random field
- prior knowledge
- information retrieval