Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals : aggregation and capital allocation
Hélène Cossette; Marie-Pier Côté; Etienne Marceau; Khouzeima Moutanabbir
| Year of publication: |
2013
|
|---|---|
| Authors: | Cossette, Hélène ; Côté, Marie-Pier ; Marceau, Etienne ; Moutanabbir, Khouzeima |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 3, p. 560-572
|
| Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Aggregation | Statistische Verteilung | Statistical distribution | Multivariate Analyse | Multivariate analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009763583