On a Multivariate Gamma Distribution

A multivariate probability model possessing a dependence structure that is reflected in its variance covariance structure and gamma distributed univariate margins is introduced and studied. In particular, the higher order moments and cumulants, Chebyshev’s type inequalities and multivariate probability distribution functions are derived. The herein suggested model is believed to be capable of describing dependent insurance losses

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Year of publication:	2010
Authors:	Furman, Edward
Publisher:	[S.l.] : SSRN
Subject:	Statistische Verteilung \| Statistical distribution \| Multivariate Analyse \| Multivariate analysis \| Wahrscheinlichkeitsrechnung \| Probability theory \| Statistische Methodenlehre \| Statistical theory \| Schätztheorie \| Estimation theory

Extent:	1 Online-Ressource (8 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Statistics and Probability Letters, Vol. 78, No. 15, 2007 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 28, 2007 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

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