Dependence Models Arising from the Lagrangian Probability Distributions

DOI10.1080/03610920902887715zbMath1196.60025OpenAlexW2016966144MaRDI QIDQ3585275

Sung Li, Felix Famoye, Carl Lee, Dennis Black, Shubiao Li

Publication date: 19 August 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920902887715

zbMATH Keywords

estimationconditional independencediscrete modeloperational risk

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Cites Work

• Probabilistic Risk Analysis
• Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
• A Primer on Copulas for Count Data
• Use of Lagrange Expansion for Generating Discrete Generalized Probability Distributions
• Some interesting properties of lagrangian distributions
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