On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk |
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On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (English)
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22 August 2016
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risk aggregation
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Sarmanov distribution
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mixed Erlang distribution
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capital allocation
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stop loss reinsurance
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reinsurance default risk
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default probability
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