Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling
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Publication:6579665
Cites work
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- A family of bivariate distributions with non-elliptical contours
- A lifetime distribution with decreasing failure rate
- A new lifetime distribution
- A new lifetime model with decreasing failure rate
- A note on Linnik's distribution
- A triptych of discrete distributions related to the stable law
- A two-parameter lifetime distribution with decreasing failure rate
- An exponential-negative binomial distribution
- Bivariate Survival Models Induced by Frailties
- Comparison methods for stochastic models and risks
- Continuous Bivariate Distributions
- Dependence modeling with copulas
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications
- Discrete Mittag-Leffler distributions
- Discrete analogues of self-decomposability and stability
- Discrete stable random variables
- Explicit ruin formulas for models with dependence among risks
- Exponential and scale mixtures and equilibrium distributions
- Families of Multivariate Distributions
- Generalized hypergeometric, digamma and trigamma distributions
- Mixture representations for symmetric generalized Linnik laws
- Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
- Multivariate distributions from mixtures of max-infinitely divisible distributions
- On an extension of the exponential-geometric distribution
- On some lifetime distributions with decreasing failure rate
- On the multivariate probability integral transformation
- Properties of Probability Distributions with Monotone Hazard Rate
- Reinsurance. Actuarial and statistical aspects
- Scaled Sibuya distribution and discrete self-decomposability
- The Lindley-Poisson distribution in lifetime analysis and its properties
- Weighted premium calculation principles
- Weighted risk capital allocations
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