On the independence between risk profiles in the compound collective risk actuarial model
From MaRDI portal
Publication:449658
DOI10.1016/j.matcom.2012.01.003zbMath1306.91082OpenAlexW2059172080MaRDI QIDQ449658
M. Martel-Escobar, Francisco José Vázquez Polo, Agustín Hernández-Bastida
Publication date: 31 August 2012
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2012.01.003
Bayesian analysisPoisson-Lindley distributionBayes premiumFarlie-Gumbel-Morgenstern distributionsrisk profile dependence
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Probability distributions: general theory (60E05)
Related Items
Complementary information for skewness measures ⋮ A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On modeling count data: a comparison of some well-known discrete distributions
- The net Bayes premium with dependence between the risk profiles
- Zero-truncated Poisson-Lindley distribution and its application
- Morgenstern's bivariate distribution and its application to point processes
- Linearization of Bayesian robustness problems
- Bayesian robustness in bidimensional models: Prior independence. (With discussion)
- Testing independence in bivariate distributions of claim frequencies and severities
- A mixed bivariate distribution with exponential and geometric marginals
- Modelling catastrophe claims with left-truncated severity distributions
- On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
- Some asymptotic results for sums of dependent random variables, with actuarial applications
- A bivariate distribution with gamma and beta marginals with application to drought data
- Compound mixed Poisson distributions I
- Compound Mixed Poisson Distributions II
- Estimation methods for the discrete Poisson–Lindley distribution
- Bayesian Inference with Specified Prior Marginals
- Bayesian analysis of two overdispersed poisson regression models
- Properties and applications of the sarmanov family of bivariate distributions
- Sensitivity to prior independence via farlie-gumbel-morgenstern model
- Lognormal Mixed Models for Reported Claims Reserves
- EM Algorithm for Mixed Poisson and Other Discrete Distributions
- Solvency
- Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
