scientific article; zbMATH DE number 3103636

MaRDI QIDQ5842406zbMATH OpenFDO

Authors K. C. Cherian

Publication date 1941

Cited in

(21)

• The moment function for the ratio of correlated generalized gamma variables
• Risk capital decomposition for a multivariate dependent gamma portfolio
• A multivariate Tweedie lifetime model: censoring and truncation
• A simple method for obtaining the maximal correlation coefficient and related characterizations
• On variance of sample matrix eigenvalue
• Multivariate lifetime distributions for the exponential dispersion family
• Multivariate Tweedie distributions and some related capital-at-risk analyses
• The moment generating function of a bivariate gamma-type distribution
• ML estimation for multivariate shock models via an EM algorithm
• On univariate and bivariate generalized gamma convolutions
• Birnbaum–Saunders sample selection model
• Stochastic simulation of bivariate gamma distribution: a frequency-factor based approach
• Multivariate Tweedie lifetimes: the impact of dependence
• A preventive maintenance policy for a continuously monitored system with correlated wear indicators
• A form of multivariate Pareto distribution with applications to financial risk measurement
• Moments for a ratio of correlated gamma variates
• AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS
• Estimation of multivariate generalized gamma convolutions through Laguerre expansions
• A note on compound renewal risk models with dependence
• scientific article; zbMATH DE number 5800853 (Why is no real title available?)
• Lifetime dependence modelling using a truncated multivariate gamma distribution

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