A multivariate discrete Poisson-Lindley distribution extensions and actuarial applications

DOI10.2143/AST.42.2.2182812MaRDI QIDQ2866029zbMATH OpenOpenAlexFDO

Authors Emilio Gómez-Déniz, José María Sarabia, Narayanaswamy Balakrishnan

Publication date 12 December 2013

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://www.cambridge.org/core/services/aop-cambridge-core/content/view/7DD0CC4B9AB171A119034247D4F9B8A1/S0515036100001239a.pdf/div-class-title-a-multivariate-discrete-poisson-lindley-distribution-extensions-and-actuarial-applications-div.pdf

zbMATH Keywords

regressionPoisson-Lindley distributionbonus-malusactuarial applicationfrequence distributionSarmanov-Lee familiy

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70)

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Cited in

(12)

• The Poisson-modified Lindley distribution
• A suitable discrete distribution for modelling automobile claim frequencies
• On multivariate discrete Poisson-Lindley distributions
• Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach
• The multivariate negative binomial-Lindley distribution. Properties and new representation for the univariate case
• On a multivariate Lindley distribution
• Multivariate Poisson-beta distributions with applications
• AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS
• A multivariate Poisson model based on comonotonic shocks
• On the bivariate generalized Gamma-Lindley distribution
• The family of the bivariate integer-valued autoregressive process (BINAR(1)) with Poisson–Lindley (PL) innovations
• Bivariate discrete Poisson-Lindley distributions

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