ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733)
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scientific article; zbMATH DE number 6880298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS |
scientific article; zbMATH DE number 6880298 |
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ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (English)
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4 June 2018
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multivariate mixed Erlang
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scale mixtures
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generalized Esscher transformation
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stop-loss moments
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residual lifetime distribution
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risk measures
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capital allocation
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joint and last survivor
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