Simulations of full multivariate Tweedie with flexible dependence structure
DOI10.1007/S00180-015-0617-3zbMATH Open1348.65019OpenAlexW1774305281MaRDI QIDQ333383FDOQ333383
Authors: Johann Cuenin, Bent Jørgensen, Célestin C. Kokonendji 
Publication date: 28 October 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-015-0617-3
Recommendations
- Multivariate stable exponential families and Tweedie scale
- Estimation and simulation for multivariate tempered stable distributions
- Simulation of some multivariate distributions
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models
- scientific article; zbMATH DE number 3976122
- Multivariate Tweedie lifetimes: the impact of dependence
- Copula-based multivariate input models for stochastic simulation
- Multivariate Tweedie distributions and some related capital-at-risk analyses
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach
- Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
correlationcumulant generating function\(\alpha\)-stable distributionmultivariate exponential dispersion model
Infinitely divisible distributions; stable distributions (60E07) Computational methods for problems pertaining to statistics (62-08) Multivariate analysis (62H99)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Discrete dispersion models and their Tweedie asymptotics
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- Economic Capital Allocations for Non-negative Portfolios of Dependent Risks
- Some discrete exponencial dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
- Multivariate stable exponential families and Tweedie scale
- On normal stable Tweedie models and power-generalized variance functions of only one component
- INVERSE GAUSSIAN CONTROL CHARTS
- Construction of multivariate dispersion models
- Estimation for the bivariate Poisson distribution
- Multivariate Tweedie distributions and some related capital-at-risk analyses
Cited In (7)
- Fisher dispersion index for multivariate count distributions: a review and a new proposal
- Construction of multivariate dispersion models
- Coherent indexes for shifted count and semicontinuous models
- Multivariate Tweedie distributions and some related capital-at-risk analyses
- Bayesian local bandwidths in a flexible semiparametric kernel estimation for multivariate count data with diagnostics
- Modelling the covariance structure in marginal multivariate count models: hunting in Bioko Island
- Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions
Uses Software
This page was built for publication: Simulations of full multivariate Tweedie with flexible dependence structure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q333383)
