New bivariate and multivariate log-normal distributions as models for insurance data
The body of most multivariate financial data sets can be well modeled by log-normal distributions. Yet not many multivariate log-normal distributions are available in the literature. In this paper, we propose many new multivariate log-normal distributions. An application to an insurance data set is...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2022-05-01
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| Series: | Results in Applied Mathematics |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S259003742200005X |