Multivariate negative binomial models for insurance claim counts

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Publication:743134


DOI10.1016/j.insmatheco.2013.11.011zbMath1296.91169MaRDI QIDQ743134

Emiliano A. Valdez, Peng Shi

Publication date: 22 September 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.11.011


62P05: Applications of statistics to actuarial sciences and financial mathematics

62H05: Characterization and structure theory for multivariate probability distributions; copulas


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