Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène; Trufin, Julien Sarmanov family of bivariate distributions for multivariate loss reserving analysis. (English) Zbl 1414.91154 N. Am. Actuar. J. 20, No. 2, 184-200 (2016). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{A. Abdallah} et al., N. Am. Actuar. J. 20, No. 2, 184--200 (2016; Zbl 1414.91154) Full Text: DOI Link
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène Sarmanov family of multivariate distributions for bivariate dynamic claim counts model. (English) Zbl 1373.62507 Insur. Math. Econ. 68, 120-133 (2016). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{A. Abdallah} et al., Insur. Math. Econ. 68, 120--133 (2016; Zbl 1373.62507) Full Text: DOI Link
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène Modeling dependence between loss triangles with hierarchical Archimedean copulas. (English) Zbl 1390.91154 ASTIN Bull. 45, No. 3, 577-599 (2015). MSC: 91B30 62H05 62P05 PDFBibTeX XMLCite \textit{A. Abdallah} et al., ASTIN Bull. 45, No. 3, 577--599 (2015; Zbl 1390.91154) Full Text: DOI Link