Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions
- Milan Kumar Das ,
Milan Kumar Das
[email protected]https://orcid.org/0000-0001-7810-9215
Institute of Statistical Science, Academia Sinica, Taiwan (ROC)
- Henghsiu Tsai ,
Henghsiu Tsai
[email protected]https://orcid.org/0000-0002-2149-1000
Institute of Statistical Science, Academia Sinica, Taiwan (ROC)
- Ioannis Kyriakou ,
Ioannis Kyriakou
[email protected]https://orcid.org/0000-0001-9592-596X
Faculty of Actuarial Science & Insurance, Bayes Business School, City, University of London, London EC1Y 8TZ, United Kingdom
- Gianluca Fusai
Gianluca Fusai
[email protected]https://orcid.org/0000-0001-9215-2586
Dipartimento di Studi per l’Economia e l’Impresa, Università del Piemonte Orientale, 28100 Novara, ItalyFaculty of Finance, Bayes Business School, City, University of London, London EC1Y 8TZ, United Kingdom
Milan Kumar Das
[email protected]https://orcid.org/0000-0001-7810-9215
Institute of Statistical Science, Academia Sinica, Taiwan (ROC)
Henghsiu Tsai
[email protected]https://orcid.org/0000-0002-2149-1000
Institute of Statistical Science, Academia Sinica, Taiwan (ROC)
Ioannis Kyriakou
[email protected]https://orcid.org/0000-0001-9592-596X
Faculty of Actuarial Science & Insurance, Bayes Business School, City, University of London, London EC1Y 8TZ, United Kingdom
Gianluca Fusai
[email protected]https://orcid.org/0000-0001-9215-2586
Dipartimento di Studi per l’Economia e l’Impresa, Università del Piemonte Orientale, 28100 Novara, ItalyFaculty of Finance, Bayes Business School, City, University of London, London EC1Y 8TZ, United Kingdom
