On some properties of a class of multivariate Erlang mixtures with insurance applications (Q4563733)
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scientific article; zbMATH DE number 6880298
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| English | On some properties of a class of multivariate Erlang mixtures with insurance applications |
scientific article; zbMATH DE number 6880298 |
Statements
ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (English)
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4 June 2018
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multivariate mixed Erlang
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scale mixtures
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generalized Esscher transformation
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stop-loss moments
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residual lifetime distribution
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risk measures
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capital allocation
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joint and last survivor
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0.8349505662918091
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0.8348950147628784
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0.7991371154785156
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0.7953206896781921
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0.7932654023170471
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