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Publication:2810747
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zbMath1396.60016MaRDI QIDQ2810747

Raluca Vernic, Catalina Bolancé, Zuhair Bahraoui, Elena Pelican

Publication date: 6 June 2016

Full work available at URL: http://www.idescat.cat/sort/sort392/39.2.3.bahraoui-etal.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

risk measuresbivariate Sarmanov distributioncopula representationtruncated marginal distributions


Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)


Related Items (4)

Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims ⋮ On a class of bivariate mixed Sarmanov distributions ⋮ Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution ⋮ On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution


Uses Software

  • R
  • fda (R)
  • gss
  • dobson



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