A multivariate Tweedie lifetime model: censoring and truncation

DOI10.1016/j.insmatheco.2015.05.011zbMath1348.62230OpenAlexW1512811292MaRDI QIDQ495471

Michael Sherris, Daniel H. Alai, Zinoviy Landsman

Publication date: 14 September 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.05.011

zbMATH Keywords

truncationcensoringlifetime distributiondependencemultivariate Tweediesystematic longevity risk

Mathematics Subject Classification ID

Related Items (4)

Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances ⋮ Multivariate lifetime distributions for the exponential dispersion family ⋮ Modelling lifetime dependence for older ages using a multivariate Pareto distribution ⋮ Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models

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• Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
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• Tail Conditional Expectations for Exponential Dispersion Models

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