Recursive Formulas for Compound Phase Distributions – Univariate and Bivariate Cases

DOI10.2143/AST.40.2.2061130zbMath1235.91105OpenAlexW2228132612MaRDI QIDQ3071111

Jiandong Ren

Publication date: 1 February 2011

Full work available at URL: https://ideas.repec.org/a/cup/astinb/v40y2010i02p615-629_00.html

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (4)

CMPH: a multivariate phase-type aggregate loss distribution ⋮ Parameter estimation of discrete multivariate phase-type distributions ⋮ Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type ⋮ On bivariate compound sums

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