Multivariate Tweedie distributions and some related capital-at-risk analyses

Keyphrases

• At-risk 100%
• Tweedie Family 100%
• Multivariate Tweedie Distribution 100%
• Multivariate Tweedie 66%
• Probabilistic Model 33%
• Family of Distributions 33%
• High Variety 33%
• Inverse Gaussian 33%
• Compound Poisson Distribution 33%
• Financial Risk Management 33%
• Multivariate Poisson 33%
• Multivariate Extension 33%
• Poisson-gamma 33%

Mathematics

• Inverse Gaussian 100%
• Poisson Distribution 100%