SVM‐Jacobi for fitting linear combinations of exponential distributions with applications to finance and insurance
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DOI: 10.1002/asmb.2885
Abstract: We propose a method called SVM‐Jacobi to approximate probability distributions by linear combinations of exponential distributions, associated with a comprehensive asymptotic analysis. In multivariate cases, the multivariate distribution is approximated by linear combinations of products… read more here.
Keywords: finance insurance; linear combinations; finance; exponential distributions ... See more keywords