Multivariate Tweedie lifetimes: the impact of dependence
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Publication:4575372
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
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Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
- Modelling heterogeneity in survival analysis by the compound Poisson distribution
- Survival analysis. Techniques for censored and truncated data
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- Fitting Tweedie's compound poisson model to insurance claims data
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
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- Lifetime dependence modelling using a truncated multivariate gamma distribution
- Claims Reserving Using Tweedie's Compound Poisson Model
- Tail Conditional Expectations for Exponential Dispersion Models
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Cited In (11)
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach
- Intrinsic objective Bayesian estimation of the mean of the Tweedie family
- The dependency premium based on a multifactor model for dependent mortality data
- Modelling lifetime dependence for older ages using a multivariate Pareto distribution
- Tweedie multivariate semi-parametric credibility with the exchangeable correlation
- Simulations of full multivariate Tweedie with flexible dependence structure
- Title not available (Why is that?)
- A multivariate Tweedie lifetime model: censoring and truncation
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
- Multivariate lifetime distributions for the exponential dispersion family
- Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances
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