CMPH: a multivariate phase-type aggregate loss distribution
type: Item
instance of: scholarly article
title: CMPH: a multivariate phase-type aggregate loss distribution
zbMATH Open document ID: 1393.91101
author: Jiandong Ren
author: Ričardas Zitikis
published in: Dependence Modeling
publication date: 2018-06-27T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6895340
zbMATH Keywords: multivariate distribution
zbMATH Keywords: compound distribution
zbMATH Keywords: Markov chain
zbMATH Keywords: risk measure
zbMATH Keywords: risk allocation
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: demo-2017-0018
OpenAlex ID: W2784063821
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DOI: 10.1515/DEMO-2017-0018
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description: scientific article; zbMATH DE number 6895340