Multivariate lifetime distributions for the exponential dispersion family

DOI10.1080/03461238.2018.1556727MaRDI QIDQ5376476zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

longevity risklifetime distributiondependence modellingexponential dispersion modelscensoring and truncation

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 5713267 (Why is no real title available?)
• scientific article; zbMATH DE number 4082773 (Why is no real title available?)
• scientific article; zbMATH DE number 1253515 (Why is no real title available?)
• scientific article; zbMATH DE number 3066216 (Why is no real title available?)
• scientific article; zbMATH DE number 3103636 (Why is no real title available?)
• A multivariate Tweedie lifetime model: censoring and truncation
• Approximating gamma distributions by normalized negative binomial distributions
• Claims Reserving Using Tweedie's Compound Poisson Model
• Comonotonic approximations to quantiles of life annuity conditional expected present value
• Fitting Tweedie's compound poisson model to insurance claims data
• Lifetime dependence modelling using a truncated multivariate gamma distribution
• Modelling heterogeneity in survival analysis by the compound Poisson distribution
• Multivariate Exponential-type Distributions
• Multivariate Tweedie distributions and some related capital-at-risk analyses
• Multivariate Tweedie lifetimes: the impact of dependence
• Natural real exponential families with cubic variance functions
• On Kendall-Ressel and related distributions
• On a multivariate gamma
• On some layer-based risk measures with applications to exponential dispersion models
• Tail Conditional Expectations for Exponential Dispersion Models

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

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