Pages that link to "Item:Q634014"

The following pages link to A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014):

Displaying 17 items.

• Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
• Bayesian credibility premium with GB2 copulas (Q828062) (← links)
• Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
• A new class of copula regression models for modelling multivariate heavy-tailed data (Q2138631) (← links)
• Earthquake parametric insurance with Bayesian spatial quantile regression (Q2172022) (← links)
• Predictive compound risk models with dependence (Q2212152) (← links)
• Regression for compositions based on a generalization of the Dirichlet distribution (Q2220315) (← links)
• A generalized mixed model for skewed distributions applied to small area estimation (Q2273167) (← links)
• Valuation of guaranteed unitized participating life insurance under MEGB2 distribution (Q2296606) (← links)
• Analytic expressions for multivariate Lorenz surfaces (Q2316970) (← links)
• Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
• Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715) (← links)
• Bayesian analysis of loss reserving using dynamic models with generalized beta distribution (Q2513593) (← links)
• GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA (Q5157764) (← links)
• A Compendium of Copulas (Q5162881) (← links)
• Time‐series models with an EGB2 conditional distribution (Q5176863) (← links)
• A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims (Q6121611) (← links)