A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model

DOI10.1007/s10260-012-0194-3zbMath1332.62042OpenAlexW2035277103MaRDI QIDQ257447

Agustín Hernández-Bastida, M. Pilar Fernández-Sánchez

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-012-0194-3

zbMATH Keywords

Bayesian analysisdivergencestructure functionaggregate loss distributionPoisson-Lindley distribution

Mathematics Subject Classification ID

Related Items (15)

On the distribution of a sum of Sarmanov distributed random variables ⋮ On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk ⋮ Sarmanov family of multivariate distributions for bivariate dynamic claim counts model ⋮ Recent developments on the construction of bivariate distributions with fixed marginals ⋮ ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS ⋮ On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation ⋮ Conditional tail expectation of randomly weighted sums with heavy-tailed distributions ⋮ Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks ⋮ The loss given default of a low-default portfolio with weak contagion ⋮ Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis ⋮ A class of mixture models for multidimensional ordinal data ⋮ On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution ⋮ Quantifying the risk using copulae with nonparametric marginals ⋮ Bimatrix variate gamma-beta distributions ⋮ A Compendium of Copulas

Uses Software

• QRM

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