Bivariate Sarmanov Phase-Type Distributions for Joint Lifetimes Modeling
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11009-021-09875-5.pdf
Reference29 articles.
1. Abdallah A, Boucher J-P, Cossette H (2016a) Sarmanov family of multivariate distributions for bivariate dynamic claim counts model. Insur Math Econ 68:120–133
2. Abdallah A, Boucher J-P, Cossette H, Trufin J (2016b) Sarmanov family of bivariate distributions for multivariate loss reserving analysis. North Amer Actuarial J 20(2):184–200
3. Artzner P, Delbaen F, Eber J-M, Heath D (1999) Coherent measures of risk. Math Financ 9(3):203–228
4. Asmussen S, Laub PJ, Yang H (2019) Phase-type models in life insurance: Fitting and valuation of equity-linked benefits. Risks 7(1)
5. Bladt M, Nielsen BF (2017) Matrix-exponential distributions in applied probability. Matrix-exponential Distributions in Applied Probability. Springer
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