On a multiplicative multivariate gamma distribution with applications in insurance
Year of publication: |
September 2018
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Authors: | Semenikhine, Vadim ; Furman, Edward ; Su, Jianxi |
Subject: | multivariate gamma distribution | multiplicative background risk model | aggregate risk | individual risk model | collective risk model | Risikomodell | Risk model | Theorie | Theory | Risiko | Risk | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Multivariate Analyse | Multivariate analysis | Wahrscheinlichkeitsrechnung | Probability theory | Risikoaversion | Risk aversion |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6030079 [DOI] hdl:10419/195871 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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