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On multivariate collective risk models. (Russian, English) Zbl 1107.62111
Vestn. Mosk. Univ., Ser. XV 2005, No. 3, 35-44 (2005); translation in Mosc. Univ. Comput. Math. Cybern. 2005, No. 3, 22-30 (2005).
This paper gives a generalization of the well-known Anderson–Kremer model to the multivariate case.

MSC:
62P05 Applications of statistics to actuarial sciences and financial mathematics
91B30 Risk theory, insurance (MSC2010)
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