Bivariate Sarmanov phase-type distributions for joint lifetimes modeling
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Publication:2152256
DOI10.1007/s11009-021-09875-5zbMath1489.62331OpenAlexW3168117297MaRDI QIDQ2152256
Khouzeima Moutanabbir, Hassan Abdelrahman
Publication date: 7 July 2022
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-021-09875-5
Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05) Reliability and life testing (62N05) Actuarial mathematics (91G05)
Related Items (3)
Multivariate matrix-exponential affine mixtures and their applications in risk theory ⋮ A Riccati-Bernoulli sub-ODE method for some nonlinear evolution equations ⋮ Joint lifetime modeling with matrix distributions
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