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ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS - MaRDI portal

ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734)

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scientific article; zbMATH DE number 6880299
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English
ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS
scientific article; zbMATH DE number 6880299

    Statements

    title
    ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (English)
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    author
    Gildas Ratovomirija
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    Enkelejd Hashorva
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    publication date
    4 June 2018
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    zbMATH Keywords
    risk aggregation
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    Sarmanov distribution
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    mixed Erlang distribution
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    dependence measures
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    capital allocation
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    cites work
    Q4382161
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    Loss Models
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    Q2866005
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    Q5706744
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    Q3232606
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    Q5601961
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    Identifiers

    DOI
    10.1017/asb.2014.24
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    Mathematics Subject Classification ID
    62P05
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    62H05
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    91B30
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    zbMATH DE Number
    6880299
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    OpenAlex ID
    W2012926867
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