On some multivariate Sarmanov mixed Erlang reinsurance risks: Aggregation and capital allocation
- 期刊名称Insurance: Mathematics and Economics
- 作者Ratovomirija, Gildas; Tamraz, Maissa; Vernic, Raluca
- 卷第74卷
- 印刷ISSN0167-6687
- 文件大小839.46KB
- 发表时间2017-05
- DOI10.1016/j.insmatheco.2017.03.009
- 页码197-209
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