Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
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Publication:320282
DOI10.1016/j.insmatheco.2016.01.003zbMath1373.62507OpenAlexW1686956783MaRDI QIDQ320282
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
maximum likelihood estimationa posteriori ratemakingdynamic claim countPoisson-gamma mixtureSarmanov
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