A multivariate Poisson model based on comonotonic shocks-Reference-Cited by-同舟云学术

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A multivariate Poisson model based on comonotonic shocks

Published:2020-10-19 Issue:2 Volume:89 Page:323-348
ISSN:0306-7734
Container-title:International Statistical Review
language:en
Short-container-title:International Statistical Review

Author:

Schulz Juliana¹^ORCID,Genest Christian²^ORCID,Mesfioui Mhamed³

Affiliation:

1. Département de sciences de la décision HEC Montréal Montréal H3T 2A7 Québec Canada

2. Department of Mathematics and Statistics McGill University Montréal H3A 0B9 Québec Canada

3. Département de mathématiques et d'informatique Université du Québec à Trois‐Rivières Trois‐Rivières G9A 5H7 Québec Canada

Funder

Canada Research Chairs

Fonds de recherche du Québec – Nature et technologies

Natural Sciences and Engineering Research Council of Canada

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/insr.12408

Reference28 articles.

1. The Poisson Correlation Function

2. A Course in Large Sample Theory

3. A new bivariate Poisson common shock model covering all possible degrees of dependence

4. A multivariate discrete Poisson–Lindley distribution: extensions and actuarial applications;Gómez‐Déniz E.;ASTIN Bull.,2012

5. ASPECTS OF CORRELATION IN BIVARIATE POISSON DISTRIBUTIONS AND PROCESSES

Cited by 1 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

1. Testing independence: count data case;Journal of Statistical Computation and Simulation;2024-05-21

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