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22 p, 209.2 KB On the bivariate Sarmanov distribution and copula. An application on insurance data using truncated marginal distributi / Bahraoui, Zuhair (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Pelican, Elena (Ovidius University of Constanta (Constanta, Romania). Faculty of Mathematics and Computer Science) ; Vernic, Raluca (Ovidius University of Constanta (Constanta, Romania). Faculty of Mathematics and Computer Science)
The Sarmanov family of distributions can provide a good model for bivariate random variables and it is used to model dependency in a multivariate setting with given marginals. In this paper, we focus our attention on the bivariate Sarmanov distribution and copula with different truncated extreme value marginal distributions. [...]
2015
SORT : statistics and operations research transactions, Vol. 39 Núm. 2 (July-December 2015) , p. 209-230 (Articles)  

Documents de recerca 1 registres trobats  
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37 p, 229.5 KB Multivariate count data generalized linear models : three approaches based on the Sarmanov distribution / Bolancé, Catalina (Universitat de Barcelona. Riskcenter) ; Vernic, Raluca (Ovidius University of Constanta (Constanta, Romania). Faculty of Mathematics and Computer Science) ; Xarxa de Referència en Economia Aplicada (XREAP)
Starting from the question: “What is the accident risk of an insured?”, this paper considers a multivariate approach by taking into account three types of accident risks and the possible dependence between them. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2017 (XREAP ; 2017/07)  

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