Multivariate risk model of phase type (Q2485539)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate risk model of phase type |
scientific article |
Statements
Multivariate risk model of phase type (English)
0 references
5 August 2005
0 references
Multivariate risk model
0 references
Ruin probability
0 references
Multivariate phase type distribution
0 references
Marshall-Olkin distribution
0 references
Association
0 references
Supermodular comparison
0 references
Convex comparison
0 references
0 references
