Pages that link to "Item:Q659132"
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The following pages link to The net Bayes premium with dependence between the risk profiles (Q659132):
Displaying 17 items.
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model (Q257447) (← links)
- On the distribution of a sum of Sarmanov distributed random variables (Q270203) (← links)
- On the independence between risk profiles in the compound collective risk actuarial model (Q449658) (← links)
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- Investigating dependence between frequency and severity via simple generalized linear models (Q1726156) (← links)
- On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721) (← links)
- Predictive compound risk models with dependence (Q2212152) (← links)
- Bayesian credibility under a bivariate prior on the frequency and the severity of claims (Q2234765) (← links)
- A multi-year microlevel collective risk model (Q2234768) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information (Q2656993) (← links)
- Frequency-severity experience rating based on latent Markovian risk profiles (Q2682996) (← links)
- Bonus-Malus premiums under the dependent frequency-severity modeling (Q4959764) (← links)
- On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
- Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model (Q5051189) (← links)
- Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis (Q5379180) (← links)
- Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study (Q5416442) (← links)