Multivariate lifetime distributions for the exponential dispersion family
DOI10.1080/03461238.2018.1556727zbMATH Open1411.91263OpenAlexW2904923128WikidataQ115551355 ScholiaQ115551355MaRDI QIDQ5376476FDOQ5376476
Authors: Daniel H. Alai 
Publication date: 10 May 2019
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://kar.kent.ac.uk/71643/1/Multivariate%20Lifetime%20Distributions%20for%20the%20Exponential%20Dispersion%20Family.pdf
Recommendations
- A multivariate Tweedie lifetime model: censoring and truncation
- Lifetime dependence models generated by multiply monotone functions
- A continuous multivariate exponential distribution
- Multivariate Tweedie lifetimes: the impact of dependence
- A new extreme value copula and new families of univariate distributions based on Freund's exponential model
longevity risklifetime distributiondependence modellingexponential dispersion modelscensoring and truncation
Cites Work
- Modelling heterogeneity in survival analysis by the compound Poisson distribution
- Title not available (Why is that?)
- Title not available (Why is that?)
- Fitting Tweedie's compound poisson model to insurance claims data
- On a multivariate gamma
- Natural real exponential families with cubic variance functions
- Multivariate Tweedie lifetimes: the impact of dependence
- Multivariate Tweedie distributions and some related capital-at-risk analyses
- Title not available (Why is that?)
- On Kendall-Ressel and related distributions
- Approximating gamma distributions by normalized negative binomial distributions
- Lifetime dependence modelling using a truncated multivariate gamma distribution
- Title not available (Why is that?)
- Claims Reserving Using Tweedie's Compound Poisson Model
- A multivariate Tweedie lifetime model: censoring and truncation
- Tail Conditional Expectations for Exponential Dispersion Models
- On some layer-based risk measures with applications to exponential dispersion models
- Title not available (Why is that?)
- Multivariate Exponential-type Distributions
- Comonotonic approximations to quantiles of life annuity conditional expected present value
Cited In (9)
- A new extreme value copula and new families of univariate distributions based on Freund's exponential model
- Characterizations of multivariate life distributions
- A new lifetime exponential-\(X\) family of distributions with applications to reliability data
- The sibling distribution for multivariate life time data
- Multivariate Tweedie lifetimes: the impact of dependence
- Multivariate distributions for the life lengths of components of a system sharing a common environment
- On sums of dependent random lifetimes under the time-transformed exponential model
- Some classes of multivariate life distributions in discrete time
- Lifetime dependence models generated by multiply monotone functions
This page was built for publication: Multivariate lifetime distributions for the exponential dispersion family
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5376476)
