Compound sum distributions with dependence

DOI10.1080/02331888.2021.1919110zbMath1471.62260OpenAlexW3172114963MaRDI QIDQ5004990

Fatih Tank, Hok Shing Kwong, Saralees Nadarajah

Publication date: 4 August 2021

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2021.1919110

zbMATH Keywords

insurancemethod of momentscompound Poisson distributionco-skewnessco-kurtosis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Uses Software

• R

Cites Work

• Unnamed Item
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• Joint modelling of the total amount and the number of claims by conditionals
• Generalized linear models for dependent frequency and severity of insurance claims
• Mean and dispersion modelling for policy claims costs
• On copula-based collective risk models: from elliptical copulas to vine copulas
• Mathematics and Statistics for Financial Risk Management
• Risk and asset allocation.

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