Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution

DOI10.1016/j.insmatheco.2019.01.001zbMath1415.62077OpenAlexW2770989795MaRDI QIDQ1735036

Raluca Vernic, Catalina Bolancé

Publication date: 28 March 2019

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

Full work available at URL: http://hdl.handle.net/2445/118279

zbMATH Keywords

negative binomial distributiongeneralized linear modeldependencediscrete multivariate Sarmanov distribution

Mathematics Subject Classification ID

Related Items (10)

Bivariate Sarmanov phase-type distributions for joint lifetimes modeling ⋮ ON THE ELL FAMILY OF DISTRIBUTIONS WITH ACTUARIAL APPLICATIONS ⋮ Information measures in records and their concomitants arising from Sarmanov family of bivariate distributions ⋮ Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims ⋮ On a class of bivariate mixed Sarmanov distributions ⋮ Multivariate Conway-Maxwell-Poisson Distribution: Sarmanov Method and Doubly Intractable Bayesian Inference ⋮ Bivariate Mixed Poisson Regression Models with Varying Dispersion ⋮ Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression ⋮ On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution ⋮ Sarmanov family of bivariate distributions: statistical properties -- concomitants of order statistics -- information measures

Uses Software

• LBFGS-B

Cites Work

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• A survey of personalized treatment models for pricing strategies in insurance
• Skewed bivariate models and nonparametric estimation for the CTE risk measure
• Allowance for the Age of Claims in Bonus-Malus Systems
• A Limited Memory Algorithm for Bound Constrained Optimization
• Risk Classification for Claim Counts
• A POSTERIORI RATEMAKING WITH PANEL DATA

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