Properties and applications of the sarmanov family of bivariate distributions
From MaRDI portal
Publication:4337186
Recommendations
- scientific article; zbMATH DE number 1854290
- On generalized Sarmanov bivariate distributions
- A note on the Sarmanov bivariate distributions
- Sarmanov family of bivariate distributions: statistical properties -- concomitants of order statistics -- information measures
- On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
Cites work
- A Multivariate Exponential Distribution
- A nots on the exchangeable generalized farlie-gumbel-morgenstern distributions
- Correlation structure in Farlie-Gumbel-Morgenstern distributions
- On some generalized farlie-gumbel-morgenstern distributions
- On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations
- Probability distributions with given multivariate marginals
- Some Concepts of Dependence
Cited in
(88)- Parameters estimation for the bivariate Sarmanov distribution with normal-type marginals
- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
- A bivariate F distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and t distributions
- On generalized Sarmanov bivariate distributions
- Parameter estimation for a bivariate beta distribution with arbitrary beta marginals and positive correlation
- Quantifying the risk using copulae with nonparametric marginals
- On multivariate associated kernels to estimate general density functions
- On the independence between risk profiles in the compound collective risk actuarial model
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
- The net Bayes premium with dependence between the risk profiles
- A new extension of the FGM copula for negative association
- Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation
- On the distribution of a sum of Sarmanov distributed random variables
- A generalization of the bivariate beta-binomial distribution
- Valuing equity-linked death benefits on multiple life with time until death following a \(K_n\) distribution
- A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties
- On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
- On the joint tail behavior of randomly weighted sums of heavy-tailed random variables
- Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study
- The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks
- Tail behavior of the product of two dependent random variables with applications to risk theory
- Bayesian credibility under a bivariate prior on the frequency and the severity of claims
- Asymptotics for value at risk and conditional tail expectation of a portfolio loss
- ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims
- Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks
- New results on perturbation-based copulas
- Learning your own ability
- On the convergence of bivariate order statistics: almost sure convergence and convergence rate
- The design of multicentre trials
- Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns
- Risk models based on copulas for premiums and claim sizes
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk
- A new bivariate Poisson common shock model covering all possible degrees of dependence
- On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
- Information geodesics for gamma models of communication clustering
- On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation
- Effects of associated kernels in nonparametric multiple regressions
- Ruin probabilities under Sarmanov dependence structure
- Bivariate exponentiated‐exponential geometric regression model
- A Multivariate Generalized Poisson Regression Model
- Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
- Bivariate Sarmanov phase-type distributions for joint lifetimes modeling
- New families of bivariate copulas via unit Weibull distortion
- Approximate likelihood and pseudo‐likelihood inference in meta‐analysis of diagnostic accuracy studies accounting for disease prevalence and study design
- A bivariate response model for studying the marks obtained in two jointly-dependent modules in higher education
- The design of multicentre trials
- Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks
- On a class of bivariate mixed Sarmanov distributions
- The product distribution of dependent random variables with applications to a discrete-time risk model
- Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims
- Bayesian inference for a flexible class of bivariate beta distributions
- Recent developments on the construction of bivariate distributions with fixed marginals
- Maximum correlation for the generalized Sarmanov bivariate distributions
- Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations
- A class of mixture models for multidimensional ordinal data
- Multivariate Poisson-beta distributions with applications
- The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks
- A note on the Sarmanov bivariate distributions
- Local dependence functions for some families of bivariate distributions and total positivity
- Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
- Decision-theoretic designs for a series of trials with correlated treatment effects using the Sarmanov multivariate beta-binomial distribution
- A note on randomly weighted sums of dependent subexponential random variables
- A new generalisation of Sam-Solai's multivariate normal distribution
- Bivariate zero-inflated negative binomial regression model with applications
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation
- Sarmanov family of bivariate distributions for multivariate loss reserving analysis
- Optimal nonlinear transformations of random variables
- Constructing generalized FGM copulas by means of certain univariate distributions
- Conditional tail expectation of randomly weighted sums with heavy-tailed distributions
- Interplay of financial and insurance risks in dependent discrete-time risk models
- Multivariate Conway-Maxwell-Poisson Distribution: Sarmanov Method and Doubly Intractable Bayesian Inference
- The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks
- Monotonicity of the (reversed) hazard rate of the (maximum) minimum in bivariate distribu\-tions
- A bivariate Sarmanov regression model for count data with generalised Poisson marginals
- A flexible bivariate distribution for count data expressing data dispersion
- Sarmanov family of bivariate distributions: statistical properties -- concomitants of order statistics -- information measures
- A class of flexible models for analysis of complex structured correlated data with application to clustered longitudinal data
- Capital allocation for Sarmanov's class of distributions
- Modeling and Generating Dependent Risk Processes for IRM and DFA
- An empirical Bayes method for multivariate meta-analysis with an application in clinical trials
- A speeded item response model with gradual process change
- The loss given default of a low-default portfolio with weak contagion
- A new extension of bivariate FGM copulas
- Analytic expressions for multivariate Lorenz surfaces
- Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion
- Approximations of the tail probability of the product of dependent extremal random variables and applications
This page was built for publication: Properties and applications of the sarmanov family of bivariate distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4337186)