Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation
| Year of publication: |
2013
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|---|---|
| Authors: | Cossette, Hélène ; Côté, Marie-Pier ; Marceau, Etienne ; Moutanabbir, Khouzeima |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 52.2013, 3, p. 560-572
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