A multivariate Gompertz-type distribution

The Gompertz distribution has many applications, particularly in medical and actuarial studies. However, there has been little recent work on the Gompertz in comparison with its early investigation. The problem of finding and analysing a bivariate (or multivariate) Gompertz distribution is of interest and the focus of this paper. A search of the literature suggests there is currently no multivariate or even useful bivariate Gompertz distribution.

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Year of publication:	2001
Authors:	Adham, Samia ; Walker, Stephen
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 28.2001, 8, p. 1051-1065
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005278860