Unconditional distributions obtained from conditional specification models with applications in risk theory
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Publication:4576871
DOI10.1080/03461238.2012.751674zbMATH Open1401.91143OpenAlexW2026843430MaRDI QIDQ4576871FDOQ4576871
Authors:
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2012.751674
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Cites Work
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- A short note on Conway-Maxwell-hyper-Poisson distribution
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- Infinite Divisibility of Discrete Distributions, II
- Conjugate analysis of the Conway-Maxwell-Poisson distribution
- Actuarial Modelling of Claim Counts
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- Conditionally specified distributions: An introduction. (With comments and a rejoinder).
- Developments in Discrete Distributions, 1969-1980, Correspondent Paper
- Robust Bayesian bonus-malus premiums under the conditional specification model
- Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications
- Joint modelling of the total amount and the number of claims by conditionals
Cited In (7)
- On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment
- Risk aggregation in multivariate dependent Pareto distributions
- On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk
- COM-negative binomial distribution: modeling overdispersion and ultrahigh zero-inflated count data
- Conditional specification of statistical models: classical models, new developments and challenges
- On the estimation of the variability in the distribution tail
- Some characterizations and properties of COM-Poisson random variables
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