Author:
Furman Edward,Kuznetsov Alexey,Zitikis Ričardas
Funder
Casualty Actuarial Society (CAS)
Natural Sciences and Engineering Research Council (NSERC)
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference48 articles.
1. Lifetime dependence modelling using a truncated multivariate gamma distribution;Alai;Insurance Math. Econom.,2013
2. Explicit ruin formulas for models with dependence among risks;Albrecher;Insurance Math. Econom.,2011
3. Pareto Distributions;Arnold,1983
4. Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach;Avanzi;Insurance Math. Econom.,2016
5. On the importance of dispersion models for claims reserving: an application with the Tweedie distributions;Boucher;Variance,2012
Cited by
14 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献