Modeling dependent risks with multivariate Erlang mixtures (Q2866005)
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scientific article; zbMATH DE number 6237801
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modeling dependent risks with multivariate Erlang mixtures |
scientific article; zbMATH DE number 6237801 |
Statements
12 December 2013
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Erlang mixture
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dependent risk
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multivariate analysis
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quasi-comonotonicity
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aggregate losses
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EM algorithm
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Modeling dependent risks with multivariate Erlang mixtures (English)
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0.8349505662918091
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0.8260602951049805
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0.7983981370925903
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0.7880203127861023
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