Properties and applications of the sarmanov family of bivariate distributions

DOI10.1080/03610929608831759zbMATH Open0875.62205OpenAlexW1973624476MaRDI QIDQ4337186FDOQ4337186

Publication date: 5 November 1997

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831759

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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

zbMATH Keywords

Bayesian method correlated binary data conjugate priors Farlie-Gumbel-Morgenstern distributions bivariate exponential bivariate beta bivariate gamma bivariate Poisson bivariate Cauchy bivariate porportional hazards distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

Some Concepts of Dependence
Correlation structure in Farlie-Gumbel-Morgenstern distributions
Probability distributions with given multivariate marginals
On some generalized farlie-gumbel-morgenstern distributions
On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations
A Multivariate Exponential Distribution
A nots on the exchangeable generalized farlie-gumbel-morgenstern distributions

Cited In (88)

On generalized Sarmanov bivariate distributions
Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns
Quantifying the risk using copulae with nonparametric marginals
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 multivariate associated kernels to estimate general density functions
On the independence between risk profiles in the compound collective risk actuarial model
The net Bayes premium with dependence between the risk profiles
Valuing equity-linked death benefits on multiple life with time until death following a \(K_n\) distribution
A generalization of the bivariate beta-binomial distribution
On the distribution of a sum of Sarmanov distributed random variables
A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties
Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study
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
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
ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS
Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks
Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims
New results on perturbation-based copulas
On the convergence of bivariate order statistics: almost sure convergence and convergence rate
Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns
On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk
On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
A new bivariate Poisson common shock model covering all possible degrees of dependence
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
A Multivariate Generalized Poisson Regression Model
Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
New families of bivariate copulas via unit Weibull distortion
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
Bayesian inference for a flexible class of bivariate beta distributions
Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims
Recent developments on the construction of bivariate distributions with fixed marginals
A class of mixture models for multidimensional ordinal data
Multivariate Poisson-beta distributions with applications
Maximum correlation for the generalized Sarmanov bivariate distributions
Bivariate zero-inflated negative binomial regression model with applications
Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
A note on the Sarmanov bivariate distributions
Local dependence functions for some families of bivariate distributions and total positivity
Sarmanov family of bivariate distributions for multivariate loss reserving analysis
On two families of bivariate distributions with exponential marginals: aggregation and capital allocation
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
The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks
A bivariate Sarmanov regression model for count data with generalised Poisson marginals
Monotonicity of the (reversed) hazard rate of the (maximum) minimum in bivariate distribu\-tions
Modeling and Generating Dependent Risk Processes for IRM and DFA
Capital allocation for Sarmanov's class of distributions
A speeded item response model with gradual process change
An empirical Bayes method for multivariate meta-analysis with an application in clinical trials
The loss given default of a low-default portfolio with weak contagion
A new extension of bivariate FGM copulas
Approximations of the tail probability of the product of dependent extremal random variables and applications
Parameter estimation for a bivariate beta distribution with arbitrary beta marginals and positive correlation
Parameters estimation for the bivariate Sarmanov distribution with normal-type marginals
Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
A new extension of the FGM copula for negative association
Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation
Asymptotics for value at risk and conditional tail expectation of a portfolio loss
Bayesian credibility under a bivariate prior on the frequency and the severity of claims
The design of multicentre trials
Risk models based on copulas for premiums and claim sizes
Learning your own ability
Information geodesics for gamma models of communication clustering
Bivariate exponentiated‐exponential geometric regression model
Bivariate Sarmanov phase-type distributions for joint lifetimes modeling
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
Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations
The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks
Decision-theoretic designs for a series of trials with correlated treatment effects using the Sarmanov multivariate beta-binomial distribution
A new generalisation of Sam-Solai's multivariate normal distribution
A note on randomly weighted sums of dependent subexponential random variables
Multivariate Conway-Maxwell-Poisson Distribution: Sarmanov Method and Doubly Intractable Bayesian Inference
A flexible bivariate distribution for count data expressing data dispersion
A class of flexible models for analysis of complex structured correlated data with application to clustered longitudinal data
Sarmanov family of bivariate distributions: statistical properties -- concomitants of order statistics -- information measures
Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion
Analytic expressions for multivariate Lorenz surfaces

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