A generalized beta copula with applications in modeling multivariate long-tailed data
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Cites work
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- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 1484400 (Why is no real title available?)
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Cited in
(26)- MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION
- Bayesian credibility premium with GB2 copulas
- Regression for compositions based on a generalization of the Dirichlet distribution
- Time-series models with an EGB2 conditional distribution
- Bayesian analysis of loss reserving using dynamic models with generalized beta distribution
- Nonparametric estimation of copula regression models with discrete outcomes
- A compendium of copulas
- Tail negative dependence and its applications for aggregate loss modeling
- A generalized mixed model for skewed distributions applied to small area estimation
- Insurance ratemaking using a copula-based multivariate Tweedie model
- Weighted risk capital allocations in the presence of systematic risk
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
- Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
- Predictive compound risk models with dependence
- Two multivariate generalized beta families
- Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure
- A new class of copula regression models for modelling multivariate heavy-tailed data
- Assessing high-risk scenarios by full-range tail dependence copulas
- Discrimination among bivariate beta-generated distributions
- Earthquake parametric insurance with Bayesian spatial quantile regression
- Valuation of guaranteed unitized participating life insurance under MEGB2 distribution
- Trivariate Burr-III copula with applications to income data
- Multivariate dependence modeling based on comonotonic factors
- A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims
- Analytic expressions for multivariate Lorenz surfaces
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