Multivariate risk model of phase type

Insurance: Mathematics and Economics

Volumn 36, Issue 2, 2005, Pages 137-152

  Cai, Jun ^a   Li, Haijun ^b  

^a UNIVERSITY OF WATERLOO   (Canada)

^b WASHINGTON STATE UNIVERSITY   (United States)

Author keywords

Association; Convex comparison; Marshall Olkin distribution; Multivariate phase type distribution; Multivariate risk model; Ruin probability; Supermodular comparison

Indexed keywords

EID: 16844365126     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2004.11.004     Document Type: Article

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