Multivariate Tweedie lifetimes: the impact of dependence

DOI10.1080/03461238.2015.1007891zbMATH Open1401.91087OpenAlexW3121543800MaRDI QIDQ4575372FDOQ4575372

Authors Daniel H. Alai, Zinoviy Landsman, Michael Sherris

Publication date 13 July 2018

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.2015.1007891

zbMATH Keywords

dependencelifetime distributionmultivariate Tweediesystematic longevity risk

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• A multivariate Tweedie lifetime model: censoring and truncation
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Cites work

• scientific article; zbMATH DE number 1253515 (Why is no real title available?)
• scientific article; zbMATH DE number 1128584 (Why is no real title available?)
• scientific article; zbMATH DE number 821286 (Why is no real title available?)
• scientific article; zbMATH DE number 3066216 (Why is no real title available?)
• scientific article; zbMATH DE number 3103636 (Why is no real title available?)
• Claims Reserving Using Tweedie's Compound Poisson Model
• Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
• Fitting Tweedie's compound poisson model to insurance claims data
• Lifetime dependence modelling using a truncated multivariate gamma distribution
• Modelling heterogeneity in survival analysis by the compound Poisson distribution
• Survival analysis. Techniques for censored and truncated data
• Tail Conditional Expectations for Exponential Dispersion Models

Cited in

(11)

• A multivariate Tweedie lifetime model: censoring and truncation
• Modelling lifetime dependence for older ages using a multivariate Pareto distribution
• Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances
• Multivariate lifetime distributions for the exponential dispersion family
• Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach
• Intrinsic objective Bayesian estimation of the mean of the Tweedie family
• A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
• The dependency premium based on a multifactor model for dependent mortality data
• Tweedie multivariate semi-parametric credibility with the exchangeable correlation
• Simulations of full multivariate Tweedie with flexible dependence structure
• scientific article; zbMATH DE number 5713267 (Why is no real title available?)

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