A multivariate Tweedie lifetime model: censoring and truncation

DOI10.1016/J.INSMATHECO.2015.05.011MaRDI QIDQ495471zbMATH OpenOpenAlexFDO

Authors Daniel H. Alai, Zinoviy Landsman, Michael Sherris

Publication date 14 September 2015

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2015.05.011

zbMATH Keywords

censoringdependencelifetime distributionmultivariate Tweediesystematic longevity risktruncation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• Claims Reserving Using Tweedie's Compound Poisson Model
• Expansions for the multivariate chi-square distribution
• Fitting Tweedie's compound poisson model to insurance claims data
• Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
• scientific article; zbMATH DE number 5713267 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 1253515 (Why is no real title available?)
• scientific article; zbMATH DE number 3103636 (Why is no real title available?)
• Lifetime dependence modelling using a truncated multivariate gamma distribution
• Mathematical methods of statistics.
• Modelling heterogeneity in survival analysis by the compound Poisson distribution
• Multivariate Tweedie distributions and some related capital-at-risk analyses
• Multivariate Tweedie lifetimes: the impact of dependence
• On a multivariate gamma
• Survival analysis. Techniques for censored and truncated data
• Tail Conditional Expectations for Exponential Dispersion Models

Cited in

(7)

• Nonparametric estimation of multivariate distribution function for truncated and censored lifetime data
• Lifetime dependence modelling using a truncated multivariate gamma distribution
• Modelling lifetime dependence for older ages using a multivariate Pareto distribution
• Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances
• Multivariate Tweedie lifetimes: the impact of dependence
• Multivariate lifetime distributions for the exponential dispersion family
• Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models

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