Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
Anas Abdallah, Jean-Philippe Boucher, Hélène Cossette
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Abdallah, Anas ; Boucher, Jean-Philippe ; Cosette, Hélène |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 68.2016, p. 120-133
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| Subject: | Poisson-Gamma mixture | Sarmanov | Maximum likelihood estimation | A posteriori ratemaking | Dynamic claim count | Maximum-Likelihood-Schätzung | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011492627