Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis (Q5379180): Difference between revisions

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+MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS
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+Risk Classification for Claim Counts
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+The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles
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+Probability distributions with given multivariate marginals
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+Forecasting Runoff Triangles
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+A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
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+The net Bayes premium with dependence between the risk profiles
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+Forecasting with the age-period-cohort model and the extended chain-ladder model
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+Properties and applications of the sarmanov family of bivariate distributions
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+Q5601961
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+A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY
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+A Bayesian Log-Normal Model for Multivariate Loss Reserving
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+A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error
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+Accounting Year Effects Modeling in the Stochastic Chain Ladder Reserving Method
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+Modeling accounting year dependence in runoff triangles
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