Collective risk models with FGM dependence

DOI10.1080/03461238.2024.2401390MaRDI QIDQ6997998zbMATH OpenFDO

Authors Christopher Blier-Wong, Hélène Cossette, É. Marceau

Publication date 11 April 2025

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.2024.2401390

Mathematics Subject Classification ID

Laplace transform (44A10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Actuarial mathematics (91G05)

Cites work

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Cited in

(2)

• On a Bivariate Distribution with Composite Exponential-Pareto Marginals and Dependence in Low-Cost Claims
• Second-order asymptotics for randomly weighted sums of dependent subexponential random variables with applications to insurance

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