A multivariate aggregate loss model (Q2445352)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A multivariate aggregate loss model |
scientific article |
Statements
A multivariate aggregate loss model (English)
0 references
14 April 2014
0 references
multivariate aggregate losses
0 references
Markovian arrival processes
0 references
present values of aggregate losses
0 references
dependence
0 references