Modeling Dependent Risks with Multivariate Erlang Mixtures

By S. C. Lee, X. S. Lin. ASTIN Bulletin: The Journal of the International Actuarial Association, 2009

68 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/0ea1a3502530c5593f5db1099bd1bf7757c07599