Univariate and bivariate compound models based on random sum of variates with application to the insurance losses data

DOI10.1007/s42519-022-00282-8zbMath1495.62022OpenAlexW4289637502MaRDI QIDQ2081729

M. A. Meraou, Mohammad Zayed Raqab, Noriah M. Al-Kandari

Publication date: 30 September 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-022-00282-8

zbMATH Keywords

confidence intervalsEM algorithmPoisson distributionbivariate modelgamma variablescompound model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Exact distribution theory in statistics (62E15)

Uses Software

• CASdatasets

Cites Work

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