Modeling dependent risks with multivariate Erlang mixtures (Q2866005)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Modeling dependent risks with multivariate Erlang mixtures |
scientific article; zbMATH DE number 6237801
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Modeling dependent risks with multivariate Erlang mixtures |
scientific article; zbMATH DE number 6237801 |
Statements
12 December 2013
0 references
Erlang mixture
0 references
dependent risk
0 references
multivariate analysis
0 references
quasi-comonotonicity
0 references
aggregate losses
0 references
EM algorithm
0 references
Modeling dependent risks with multivariate Erlang mixtures (English)
0 references
0.8349505662918091
0 references
0.8260602951049805
0 references
0.7983981370925903
0 references
0.7880203127861023
0 references
