On the bivariate Sarmanov distribution and copula An application on insurance data using truncated marginal distributi - Resultats de la cerca

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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)

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