On the bivariate Sarmanov distribution and copula. an application on insurance data using truncated marginal distributions

zbMATH Open1396.60016MaRDI QIDQ2810747FDOQ2810747

Raluca Vernic, Elena Pelican, Catalina Bolancé, Zuhair Bahraoui

Publication date: 6 June 2016

Published in: SORT. Statistics and Operations Research Transactions (Search for Journal in Brave)

Full work available at URL: http://www.idescat.cat/sort/sort392/39.2.3.bahraoui-etal.pdf

zbMATH Keywords

risk measuresbivariate Sarmanov distributioncopula representationtruncated marginal distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited In (4)

• Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution
• On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
• On a class of bivariate mixed Sarmanov distributions
• Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims

Uses Software

• R
• fda (R)
• gss
• dobson

This page was built for publication: On the bivariate Sarmanov distribution and copula. an application on insurance data using truncated marginal distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2810747)