CMPH: a multivariate phase-type aggregate loss distribution (Q1648668)
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scientific article; zbMATH DE number 6895340
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CMPH: a multivariate phase-type aggregate loss distribution |
scientific article; zbMATH DE number 6895340 |
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CMPH: a multivariate phase-type aggregate loss distribution (English)
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27 June 2018
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multivariate distribution
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compound distribution
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Markov chain
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risk measure
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risk allocation
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0.8328691
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0.82744014
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0.81468594
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0.8140634
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0.8123826
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0.81014335
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0.80894494
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0.80840576
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