A generalized beta copula with applications in modeling multivariate long-tailed data
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Publication:634014
DOI10.1016/J.INSMATHECO.2011.04.007zbMATH Open1218.62049OpenAlexW1979767026MaRDI QIDQ634014FDOQ634014
Zhengjun Zhang, Edward W. Frees, Xipei Yang
Publication date: 2 August 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.04.007
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Cited In (24)
- Bayesian credibility premium with GB2 copulas
- Regression for compositions based on a generalization of the Dirichlet distribution
- Bayesian analysis of loss reserving using dynamic models with generalized beta distribution
- 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
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
- Two multivariate generalized beta families
- Predictive compound risk models with dependence
- Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure
- A new class of copula regression models for modelling multivariate heavy-tailed data
- Discrimination among bivariate beta-generated distributions
- Earthquake parametric insurance with Bayesian spatial quantile regression
- Time‐series models with an EGB2 conditional distribution
- Valuation of guaranteed unitized participating life insurance under MEGB2 distribution
- Nonparametric Estimation of Copula Regression Models With Discrete Outcomes
- Multivariate dependence modeling based on comonotonic factors
- A Compendium of Copulas
- A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims
- Analytic expressions for multivariate Lorenz surfaces
- GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA
- MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION
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