scientific article; zbMATH DE number 3103636

zbMATH Open0063.00826MaRDI QIDQ5842406FDOQ5842406

Authors: K. C. Cherian 

Publication date: 1941

Title of this publication is not available (Why is that?)

Cited In (21)

• A simple method for obtaining the maximal correlation coefficient and related characterizations
• The moment function for the ratio of correlated generalized gamma variables
• Lifetime dependence modelling using a truncated multivariate gamma distribution
• Stochastic simulation of bivariate gamma distribution: a frequency-factor based approach
• AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS
• Moments for a ratio of correlated gamma variates
• On univariate and bivariate generalized gamma convolutions
• On variance of sample matrix eigenvalue
• The moment generating function of a bivariate gamma-type distribution
• Multivariate Tweedie lifetimes: the impact of dependence
• ML estimation for multivariate shock models via an EM algorithm
• A form of multivariate Pareto distribution with applications to financial risk measurement
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• Multivariate Tweedie distributions and some related capital-at-risk analyses
• A multivariate Tweedie lifetime model: censoring and truncation
• Birnbaum–Saunders sample selection model
• Estimation of multivariate generalized gamma convolutions through Laguerre expansions
• A preventive maintenance policy for a continuously monitored system with correlated wear indicators
• Multivariate lifetime distributions for the exponential dispersion family
• A note on compound renewal risk models with dependence
• Risk capital decomposition for a multivariate dependent gamma portfolio

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