Multivariate risk model of phase type (Q2485539)

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Multivariate risk model of phase type
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    Statements

    title
    Multivariate risk model of phase type (English)
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    author
    Jun Cai
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    Haijun Li
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    publication date
    5 August 2005
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    zbMATH Keywords
    Multivariate risk model
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    Ruin probability
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    Multivariate phase type distribution
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    Marshall-Olkin distribution
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    Association
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    Supermodular comparison
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    Convex comparison
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    Identifiers

    Mathematics Subject Classification ID
    60G55
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    60E15
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    91B30
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    zbMATH DE Number
    2192312
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