A Multivariate Discrete Poisson-Lindley Distribution: Extensions and Actuarial Applications

DOI10.2143/AST.42.2.2182812zbMath1277.62066OpenAlexW1942784363MaRDI QIDQ2866029

José María Sarabia, Emilio Gómez-Déniz, Narayanaswamy Balakrishnan

Publication date: 12 December 2013

Full work available at URL: https://www.cambridge.org/core/services/aop-cambridge-core/content/view/7DD0CC4B9AB171A119034247D4F9B8A1/S0515036100001239a.pdf/div-class-title-a-multivariate-discrete-poisson-lindley-distribution-extensions-and-actuarial-applications-div.pdf

zbMATH Keywords

regressionPoisson-Lindley distributionbonus-malusactuarial applicationfrequence distributionSarmanov-Lee familiy

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Stochastic models in economics (91B70)

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Bivariate discrete Poisson-Lindley distributions ⋮ A multivariate Poisson model based on comonotonic shocks ⋮ The family of the bivariate integer-valued autoregressive process (BINAR(1)) with Poisson–Lindley (PL) innovations ⋮ On the bivariate generalized Gamma-Lindley distribution ⋮ Unnamed Item ⋮ Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach ⋮ AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS ⋮ A suitable discrete distribution for modelling automobile claim frequencies

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