Dependence properties and bounds for ruin probabilities in multivariate compound risk models
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Publication:2370525
DOI10.1016/j.jmva.2006.06.004zbMath1280.91090OpenAlexW2058624743MaRDI QIDQ2370525
Publication date: 26 June 2007
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2006.06.004
ruin probabilityassociationmultivariate phase-type distributionMarshall-Olkin distributionmultivariate risk modelsupermodular comparison
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Cites Work
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- Multivariate Phase-Type Distributions
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- A New Class of Multivariate Phase Type Distributions
- A Multivariate Exponential Distribution
- Inequalities: theory of majorization and its applications
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