A generalized beta copula with applications in modeling multivariate long-tailed data
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 3738723 (Why is no real title available?)
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 1484400 (Why is no real title available?)
- A class of multivariate distributions and new copulas
- A generalisation of Gumbel's bivariate logistic distribution
- A generalization of the beta distribution with applications
- A log gamma model and its maximum likelihood estimation
- An introduction to copulas. Properties and applications
- Bivariate extreme statistics. I
- Bivariate extreme value theory: Models and estimation
- Construction of asymmetric multivariate copulas
- Copula-based regression models: a survey
- Copulas: A Review and Recent Developments
- Dependence estimation and visualization in multivariate extremes with applications to financial data
- Discrimination among some parametric models
- Estimates of marginal survival for dependent competing risks based on an assumed copula
- Fitting bivariate loss distributions with copulas
- Generalized additive models. An introduction with R.
- Heavy-tailed longitudinal data modeling using copulas
- Hierarchical insurance claims modeling
- Inference in the Generalized Gamma and Log Gamma Distributions
- Multivariate Pareto Distributions
- New developments on the use of bivariate Rodriguez-Burr III distribution in reliability studies
- Note on the multivariate Burr's distribution
- On a multivariate Pareto distribution
- Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
- Quotient correlation: a sample based alternative to Pearson's correlation
- Regression models for positive random variables
- Residual life time at great age
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- Statistical Size Distributions in Economics and Actuarial Sciences
- Statistical inference using extreme order statistics
- The behavior of multivariate maxima of moving maxima processes
- The t Copula and Related Copulas
- Understanding Relationships Using Copulas
Cited in
(29)- MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION
- Bayesian credibility premium with GB2 copulas
- Regression for compositions based on a generalization of the Dirichlet distribution
- Time-series models with an EGB2 conditional distribution
- Bayesian analysis of loss reserving using dynamic models with generalized beta distribution
- Nonparametric estimation of copula regression models with discrete outcomes
- A compendium of copulas
- Tail negative dependence and its applications for aggregate loss modeling
- A generalized mixed model for skewed distributions applied to small area estimation
- Insurance ratemaking using a copula-based multivariate Tweedie model
- Weighted risk capital allocations in the presence of systematic risk
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
- Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
- Predictive compound risk models with dependence
- Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data
- Two multivariate generalized beta families
- Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure
- A new class of copula regression models for modelling multivariate heavy-tailed data
- Assessing high-risk scenarios by full-range tail dependence copulas
- Discrimination among bivariate beta-generated distributions
- Earthquake parametric insurance with Bayesian spatial quantile regression
- Valuation of guaranteed unitized participating life insurance under MEGB2 distribution
- Trivariate Burr-III copula with applications to income data
- Multivariate dependence modeling based on comonotonic factors
- The family of multivariate beta copulas revisited
- A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims
- Analytic expressions for multivariate Lorenz surfaces
- Semiparametric copula-based confidence intervals on level curves for the evaluation of the risk level associated to bivariate events
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