On Sarmanov mixed Erlang risks in insurance applications
Year of publication: |
2015
|
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Authors: | Hashorva, Enkelejd ; Ratovomirija, Gildas |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 45.2015, 1, p. 175-205
|
Subject: | Risk aggregation | Sarmanov distribution | mixed Erlang distribution | dependence measures | capital allocation | Theorie | Theory | Risikomodell | Risk model | Statistische Verteilung | Statistical distribution | Versicherung | Insurance |
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