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• W2034715041 abstract "Abstract We discuss some properties of a class of multivariate mixed Erlang distributions with different scale parameters and describes various distributional properties related to applications in insurance risk theory. Some representations involving scale mixtures, generalized Esscher transformations, higher-order equilibrium distributions, and residual lifetime distributions are derived. These results allows for the study of stop-loss moments, premium calculation, and the risk allocation problem. Finally, some results concerning minimum and maximum variables are derived and applied to pricing joint life and last survivor policies." @default.
• W2034715041 created "2016-06-24" @default.
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• W2034715041 date "2014-09-23" @default.
• W2034715041 modified "2023-10-01" @default.
• W2034715041 title "ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS" @default.
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• W2034715041 doi "https://doi.org/10.1017/asb.2014.23" @default.
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