A simple compound scan statistic useful for modeling insurance and risk management problems
Year of publication: |
July 2016
|
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Authors: | Koutras, Vasileios M. ; Koutras, Markos V. ; Yalcin, Femin |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 69.2016, p. 202-209
|
Subject: | Waiting times | Compound distributions | Binary scan statistics | Phase-type distributions | Actuarial science | Risk management | Risikomanagement | Versicherungsmathematik | Actuarial mathematics | Theorie | Theory | Statistische Methodenlehre | Statistical theory | Statistische Methode | Statistical method | Statistische Verteilung | Statistical distribution |
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