Multivariate risk model of phase type (Q2485539)
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scientific article; zbMATH DE number 2192312
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate risk model of phase type |
scientific article; zbMATH DE number 2192312 |
Statements
Multivariate risk model of phase type (English)
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5 August 2005
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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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0.8573905825614929
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0.83553147315979
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0.829068124294281
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0.828783392906189
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