On the distribution of a sum of correlated aggregate claims (Q1276463)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1246443
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the distribution of a sum of correlated aggregate claims |
scientific article; zbMATH DE number 1246443 |
Statements
On the distribution of a sum of correlated aggregate claims (English)
0 references
4 July 1999
0 references
compound Poisson distribution
0 references
correlated aggregate claims
0 references
multivariate discrete distributions
0 references
multivariate Poisson distribution
0 references
0.9041167497634888
0 references
0.8607305288314819
0 references
0.810299813747406
0 references