Multivariate Tweedie lifetimes: the impact of dependence

DOI10.1080/03461238.2015.1007891zbMath1401.91087OpenAlexW3121543800MaRDI QIDQ4575372

Zinoviy Landsman, Michael Sherris, Daniel H. Alai

Publication date: 13 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2015.1007891

zbMATH Keywords

lifetime distributiondependencemultivariate Tweediesystematic longevity risk

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites Work

• Modelling heterogeneity in survival analysis by the compound Poisson distribution
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• Lifetime dependence modelling using a truncated multivariate gamma distribution
• Fitting Tweedie's compound poisson model to insurance claims data
• Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
• Claims Reserving Using Tweedie's Compound Poisson Model
• Tail Conditional Expectations for Exponential Dispersion Models
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