A multivariate aggregate loss model (Q2445352)
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scientific article; zbMATH DE number 6284381
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A multivariate aggregate loss model |
scientific article; zbMATH DE number 6284381 |
Statements
A multivariate aggregate loss model (English)
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14 April 2014
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multivariate aggregate losses
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Markovian arrival processes
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present values of aggregate losses
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dependence
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0.8264146447181702
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0.8194589018821716
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0.8062965273857117
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0.793988049030304
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