On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation (Q2397867)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation |
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On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation (English)
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24 May 2017
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Sarmanov distribution
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mixed Erlang distribution
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capital allocation
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risk aggregation
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stop-loss reinsurance
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dependency
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