Unconditional distributions obtained from conditional specification models with applications in risk theory

DOI10.1080/03461238.2012.751674MaRDI QIDQ4576871zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

actuarialbivariate distributionscollective risk modelconditional distributions

Mathematics Subject Classification ID

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

Recommendations

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Cites work

• A short note on Conway-Maxwell-hyper-Poisson distribution
• Actuarial Modelling of Claim Counts
• Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
• Conditional specification of statistical models.
• Conditionally specified distributions: An introduction. (With comments and a rejoinder).
• Conjugate analysis of the Conway-Maxwell-Poisson distribution
• Construction of multivariate distributions: a review of some recent results
• Developments in Discrete Distributions, 1969-1980, Correspondent Paper
• scientific article; zbMATH DE number 3854294 (Why is no real title available?)
• scientific article; zbMATH DE number 1249326 (Why is no real title available?)
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• Infinite Divisibility of Discrete Distributions, II
• Joint modelling of the total amount and the number of claims by conditionals
• Loss Models
• Mixed Poisson Distributions
• On Strict Arcsine Distribution
• Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models
• Robust Bayesian bonus-malus premiums under the conditional specification model
• Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications
• Univariate Discrete Distributions
• Using a Bayesian Hierarchical Model for Fitting Automobile Claim Frequency Data

Cited in

(7)

• 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
• Risk aggregation in multivariate dependent Pareto distributions
• On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment
• On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk
• Some characterizations and properties of COM-Poisson random variables

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