CMPH: a multivariate phase-type aggregate loss distribution (Q1648668): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:21, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CMPH: a multivariate phase-type aggregate loss distribution |
scientific article |
Statements
CMPH: a multivariate phase-type aggregate loss distribution (English)
0 references
27 June 2018
0 references
multivariate distribution
0 references
compound distribution
0 references
Markov chain
0 references
risk measure
0 references
risk allocation
0 references
