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1 paper

math.ST2016

On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation

Gildas Ratovomirija, Maissa Tamraz, Raluca Vernic

Following some recent works on risk aggregation and capital allocation for mixed Erlang risks joined by Sarmanov's multivariate distribution, in this paper we present some closed-f…