A bivariate distribution with Lomax and geometric margins
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DOI: 10.1016/j.jkss.2018.04.006
Abstract: Abstract We develop a stochastic model describing the joint distribution of ( X , N ) , where N has a geometric distribution while X is the sum of N dependent, heavy-tail Pareto components. Models… read more here.
Keywords: geometric margins; bivariate distribution; finance; distribution ... See more keywords