Multivariate risk model of phase type
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference24 articles.
1. Ruin Probabilities;Asmussen,2000
2. Does Markov-Modulation increase the risk?;Asmussen;ASTIN Bull.,1995
3. Computational methods in risk theory: a matrix-algorithmic approach;Asmussen;Insurance: Math. Econ.,1991
4. Multivariate phase-type distributions;Assaf;Operations Res.,1984
5. Preservation of association in multivariate shock and claim models;Belzunce;Operations Res. Lett.,2002
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