Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
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Cites work
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 3522959 (Why is no real title available?)
- scientific article; zbMATH DE number 3609032 (Why is no real title available?)
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- A POSTERIORI RATEMAKING WITH PANEL DATA
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
- Actuarial Modelling of Claim Counts
- Allowance for the Age of Claims in Bonus-Malus Systems
- Analysis of longitudinal count data with serial correlation
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- Designing Optimal Bonus-Malus Systems from Different Types of Claims
- Estimating time series models for count data using efficient importance sampling
- Hierarchical insurance claims modeling
- Longitudinal modeling of insurance claim counts using jitters
- Probability distributions with given multivariate marginals
- Properties and applications of the sarmanov family of bivariate distributions
- Pseudo Maximum Likelihood Methods: Theory
- Quantifying the risk using copulae with nonparametric marginals
- Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models
Cited in
(13)- Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution
- Bivariate Mixed Poisson Regression Models with Varying Dispersion
- Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression
- Bivariate Sarmanov phase-type distributions for joint lifetimes modeling
- A simple Bayesian state-space approach to the collective risk models
- On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk
- On a class of bivariate mixed Sarmanov distributions
- Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims
- On the ordering of credibility factors
- Dynamic Bayesian ratemaking: a Markov chain approximation approach
- The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
- Sarmanov family of bivariate distributions: statistical properties -- concomitants of order statistics -- information measures
- EM estimation for bivariate mixed Poisson INAR(1) claim count regression models with correlated random effects
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