The following pages link to (Q5842406):
Displayed 18 items.
- The moment generating function of a bivariate gamma-type distribution (Q388604) (← links)
- A simple method for obtaining the maximal correlation coefficient and related characterizations (Q391627) (← links)
- A multivariate Tweedie lifetime model: censoring and truncation (Q495471) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Risk capital decomposition for a multivariate dependent gamma portfolio (Q817298) (← links)
- On univariate and bivariate generalized gamma convolutions (Q840725) (← links)
- ML estimation for multivariate shock models via an EM algorithm (Q1880997) (← links)
- A preventive maintenance policy for a continuously monitored system with correlated wear indicators (Q1926933) (← links)
- Estimation of multivariate generalized gamma convolutions through Laguerre expansions (Q2074286) (← links)
- Stochastic simulation of bivariate gamma distribution: a frequency-factor based approach (Q2331253) (← links)
- A note on compound renewal risk models with dependence (Q2345669) (← links)
- Lifetime dependence modelling using a truncated multivariate gamma distribution (Q2443234) (← links)
- A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
- Multivariate Tweedie lifetimes: the impact of dependence (Q4575372) (← links)
- AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS (Q5050856) (← links)
- On variance of sample matrix eigenvalue (Q5082665) (← links)
- Multivariate lifetime distributions for the exponential dispersion family (Q5376476) (← links)
- Birnbaum–Saunders sample selection model (Q5861467) (← links)