On the independence between risk profiles in the compound collective risk actuarial model
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Cites work
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- scientific article; zbMATH DE number 3322636 (Why is no real title available?)
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- On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
- Premium liability risks: modeling small claims
- Properties and applications of the sarmanov family of bivariate distributions
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- Sensitivity to prior independence via farlie-gumbel-morgenstern model
- Solvency
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- The net Bayes premium with dependence between the risk profiles
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Cited in
(8)- Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
- Complementary information for skewness measures
- The net Bayes premium with dependence between the risk profiles
- Bayes premium under variance-related principles with risk dependence
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
- Exchangeable claim sizes in a compound Poisson-type process
- Collective risk model: Poisson-Lindley and exponential distributions for Bayes premium and operational risk
- Compound Poisson-Lindley process with sarmanov dependence structure and its application for premium-based spectral risk forecasting
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