On a multiplicative multivariate gamma distribution with applications in insurance
One way to formulate a multivariate probability distribution with dependent univariate margins distributed gamma is by using the closure under convolutions property. This direction yields an additive background risk model, and it has been very well-studied. An alternative way to accomplish the same...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |