Search Results - subject:"Multivariate gamma"

On a multiplicative multivariate gamma distribution with applications in insurance

Semenikhine, Vadim; Furman, Edward; Su, Jianxi - In: Risks 6 (2018) 3, pp. 1-20

multivariate gamma (MMG) distribution in the most general form, and we explore its various properties thoroughly. Specifically, we …

Persistent link: https://www.econbiz.de/10011996637

On a multiplicative multivariate gamma distribution with applications in insurance

Semenikhine, Vadim; Furman, Edward; Su, Jianxi - In: Risks : open access journal 6 (2018) 3, pp. 1-20

multivariate gamma (MMG) distribution in the most general form, and we explore its various properties thoroughly. Specifically, we …

Persistent link: https://www.econbiz.de/10011890776

Demand systems and frequency of purchase models

Buason, Arnar; Kristofersson, Dadi; Rickertsen, Kyrre - In: Applied economics 52 (2020) 53, pp. 5843-5858

Persistent link: https://www.econbiz.de/10012308329

Lifetime dependence modelling using a truncated multivariate gamma distribution

Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael - In: Insurance: Mathematics and Economics 52 (2013) 3, pp. 542-549

portfolios. This paper applies a multivariate gamma distribution to incorporate dependence. Lifetimes are modelled using a … truncated multivariate gamma distribution that induces dependence through a shared gamma distributed component. Model parameter …

Persistent link: https://www.econbiz.de/10010665838

Lifetime Dependence Modelling using the Truncated Multivariate Gamma Distribution

Alai, Daniel; Landsman, Zinoviy; Sherris, Michael - ARC Centre of Excellence in Population Ageing Research … - 2012

Persistent link: https://www.econbiz.de/10010551710

Gamma Unobserved Heterogeneity and Duration Bias

Børing, Pål - In: Econometric Reviews 29 (2010) 1, pp. 1-19

multivariate gamma distribution. A discrete time two-state version of our MPH model is developed to analyze the duration of higher …

Persistent link: https://www.econbiz.de/10008583023

Integral Representations and Approximations for Multivariate Gamma Distributions

Royen, T. - In: Annals of the Institute of Statistical Mathematics 59 (2007) 3, pp. 499-513

Persistent link: https://www.econbiz.de/10005184603

Closed-form Bayesian inferences for the logit model via polynomial expansions

Miller, Steven; Bradlow, Eric; Dayaratna, Kevin - In: Quantitative Marketing and Economics 4 (2006) 2, pp. 173-206

heterogeneity from a Multivariate Gamma distribution. The solution then comes from the moment generating function of the … Multivariate Gamma distribution or in general from the multivariate heterogeneity distribution assumed. Closed-form Bayesian …

Persistent link: https://www.econbiz.de/10005701800

Multivariate Dispersion Models

Jørgensen, Bent; Lauritzen, Steffen L. - In: Journal of Multivariate Analysis 74 (2000) 2, pp. 267-281

explicit methods for constructing multivariate proper dispersion models. This is exemplified by constructing multivariate gamma …

Persistent link: https://www.econbiz.de/10005199490

On some multivariate gamma-distributions connected with spanning trees

Royen, T. - In: Annals of the Institute of Statistical Mathematics 46 (1994) 2, pp. 361-371

Persistent link: https://www.econbiz.de/10005395546