ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734)
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scientific article; zbMATH DE number 6880299
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS |
scientific article; zbMATH DE number 6880299 |
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ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (English)
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4 June 2018
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risk aggregation
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Sarmanov distribution
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mixed Erlang distribution
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dependence measures
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capital allocation
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