Sarmanov family of multivariate distributions for bivariate dynamic claim counts model

DOI10.1016/j.insmatheco.2016.01.003zbMath1373.62507OpenAlexW1686956783MaRDI QIDQ320282

Anas Abdallah, Hélène Cossette, Jean-Philippe Boucher

Publication date: 6 October 2016

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

Full work available at URL: http://www.archipel.uqam.ca/7549/1/Papier_3.pdf

zbMATH Keywords

maximum likelihood estimationa posteriori ratemakingdynamic claim countPoisson-gamma mixtureSarmanov

Mathematics Subject Classification ID

Related Items (12)

Bivariate Sarmanov phase-type distributions for joint lifetimes modeling ⋮ The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking ⋮ On the ordering of credibility factors ⋮ Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims ⋮ On a class of bivariate mixed Sarmanov distributions ⋮ A simple Bayesian state-space approach to the collective risk models ⋮ Bivariate Mixed Poisson Regression Models with Varying Dispersion ⋮ Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression ⋮ Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution ⋮ Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach ⋮ Sarmanov family of bivariate distributions: statistical properties -- concomitants of order statistics -- information measures ⋮ On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk

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