Modeling dependent risks with multivariate Erlang mixtures (Q2866005)

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scientific article; zbMATH DE number 6237801
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English
Modeling dependent risks with multivariate Erlang mixtures
scientific article; zbMATH DE number 6237801

    Statements

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    12 December 2013
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    Erlang mixture
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    dependent risk
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    multivariate analysis
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    quasi-comonotonicity
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    aggregate losses
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    EM algorithm
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    Modeling dependent risks with multivariate Erlang mixtures (English)
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