Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
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Publication:320282
DOI10.1016/J.INSMATHECO.2016.01.003zbMATH Open1373.62507OpenAlexW1686956783MaRDI QIDQ320282FDOQ320282
Anas Abdallah, Hélène Cossette, Jean-Philippe Boucher
Publication date: 6 October 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://www.archipel.uqam.ca/7549/1/Papier_3.pdf
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maximum likelihood estimationa posteriori ratemakingdynamic claim countPoisson-gamma mixtureSarmanov
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- Pseudo Maximum Likelihood Methods: Theory
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- Properties and applications of the sarmanov family of bivariate distributions
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
- Probability distributions with given multivariate marginals
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- Risk Classification for Claim Counts
- Hierarchical Insurance Claims Modeling
- Estimating time series models for count data using efficient importance sampling
- Quantifying the risk using copulae with nonparametric marginals
- Actuarial Modelling of Claim Counts
- Designing Optimal Bonus-Malus Systems from Different Types of Claims
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- Longitudinal modeling of insurance claim counts using jitters
- Allowance for the Age of Claims in Bonus-Malus Systems
- Analysis of Longitudinal Count Data with Serial Correlation
- A POSTERIORI RATEMAKING WITH PANEL DATA
Cited In (13)
- Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution
- Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach
- 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
- 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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