Analysis of a Multivariate Claim Process
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-014-9420-9.pdf
Reference19 articles.
1. Asmussen S (2000) Ruin probabilities. World Scientific Publishing
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4. Cai J, Li HJ (2005) Multivariate risk model of phase type. Insurance Math Econom 36:137–152
5. Cummins DJ, Wiltbank LJ (1983) Estimating the total claims distribution using multivariate frequency and severity distributions. J Risk ns 50(3):377–403
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