Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Exchangeable FGM copulas. (English) Zbl 07807058 Adv. Appl. Probab. 56, No. 1, 205-234 (2024). MSC: 62H05 60E15 60E05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Adv. Appl. Probab. 56, No. 1, 205--234 (2024; Zbl 07807058) Full Text: DOI arXiv OA License
Li, Jinzhu Asymptotic results on tail moment and tail central moment for dependent risks. (English) Zbl 07806760 Adv. Appl. Probab. 55, No. 4, 1116-1143 (2023). MSC: 62P05 62H20 60E05 PDFBibTeX XMLCite \textit{J. Li}, Adv. Appl. Probab. 55, No. 4, 1116--1143 (2023; Zbl 07806760) Full Text: DOI
Garcin, Matthieu; Guégan, Dominique; Hassani, Bertrand A multivariate quantile based on Kendall ordering. (English) Zbl 07792653 REVSTAT 21, No. 1, 77-96 (2023). MSC: 62H05 PDFBibTeX XMLCite \textit{M. Garcin} et al., REVSTAT 21, No. 1, 77--96 (2023; Zbl 07792653) Full Text: DOI
Perreault, Samuel; Nešlehová, Johanna G.; Duchesne, Thierry Hypothesis tests for structured rank correlation matrices. (English) Zbl 07784953 J. Am. Stat. Assoc. 118, No. 544, 2889-2900 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Perreault} et al., J. Am. Stat. Assoc. 118, No. 544, 2889--2900 (2023; Zbl 07784953) Full Text: DOI arXiv
Genest, Christian; Hron, Karel; Nešlehová, Johanna G. Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation. (English) Zbl 07740039 J. Multivariate Anal. 198, Article ID 105228, 24 p. (2023). MSC: 62Hxx 62H05 62R10 PDFBibTeX XMLCite \textit{C. Genest} et al., J. Multivariate Anal. 198, Article ID 105228, 24 p. (2023; Zbl 07740039) Full Text: DOI arXiv
Wu, Yi; Wang, Wei; Wang, Xuejun Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models. (English) Zbl 1520.62007 J. Stat. Comput. Simulation 93, No. 8, 1244-1262 (2023). MSC: 62F12 62J05 PDFBibTeX XMLCite \textit{Y. Wu} et al., J. Stat. Comput. Simulation 93, No. 8, 1244--1262 (2023; Zbl 1520.62007) Full Text: DOI
Górecki, J.; Hofert, M. Composite pseudo-likelihood estimation for pair-tractable copulas such as Archimedean, Archimax and related hierarchical extensions. (English) Zbl 07739789 J. Stat. Comput. Simulation 93, No. 13, 2321-2355 (2023). MSC: 62-XX 62H12 62F10 62H99 65C60 PDFBibTeX XMLCite \textit{J. Górecki} and \textit{M. Hofert}, J. Stat. Comput. Simulation 93, No. 13, 2321--2355 (2023; Zbl 07739789) Full Text: DOI
Wu, Yi; Wang, Xuejun Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications. (English) Zbl 07739727 J. Stat. Comput. Simulation 93, No. 11, 1694-1715 (2023). MSC: 62-XX 60F15 62G05 62G20 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{X. Wang}, J. Stat. Comput. Simulation 93, No. 11, 1694--1715 (2023; Zbl 07739727) Full Text: DOI
Chen, Zezhun; Dassios, Angelos; Tzougas, George Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression. (English) Zbl 07732390 Comput. Stat. 38, No. 2, 955-977 (2023). MSC: 62-08 PDFBibTeX XMLCite \textit{Z. Chen} et al., Comput. Stat. 38, No. 2, 955--977 (2023; Zbl 07732390) Full Text: DOI
Kafando, Delwendé Abdoul-Kabir; Béré, Frédéric; Konané, Victorien; Nitiéma, Pierre Clovis Extension of the compound Poisson model via the Spearman copula. (English) Zbl 07727212 Far East J. Theor. Stat. 67, No. 2, 147-184 (2023). MSC: 91G05 60K10 62H05 45J05 PDFBibTeX XMLCite \textit{D. A. K. Kafando} et al., Far East J. Theor. Stat. 67, No. 2, 147--184 (2023; Zbl 07727212) Full Text: DOI
Tzougas, George; di Cerchiara, Alice Pignatelli Bivariate mixed Poisson regression models with varying dispersion. (English) Zbl 1521.91321 N. Am. Actuar. J. 27, No. 2, 211-241 (2023). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{G. Tzougas} and \textit{A. P. di Cerchiara}, N. Am. Actuar. J. 27, No. 2, 211--241 (2023; Zbl 1521.91321) Full Text: DOI
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Risk aggregation with FGM copulas. (English) Zbl 1520.91312 Insur. Math. Econ. 111, 102-120 (2023). MSC: 91G05 60E15 62H05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Insur. Math. Econ. 111, 102--120 (2023; Zbl 1520.91312) Full Text: DOI arXiv
Wang, Boyang; Fang, Rui Stochastic comparisons on extreme order statistics from observations associated by FGM copula. (English) Zbl 07706251 Commun. Stat., Theory Methods 52, No. 10, 3492-3510 (2023). MSC: 60E15 62G30 PDFBibTeX XMLCite \textit{B. Wang} and \textit{R. Fang}, Commun. Stat., Theory Methods 52, No. 10, 3492--3510 (2023; Zbl 07706251) Full Text: DOI
Youn Ahn, Jae; Jeong, Himchan; Lu, Yang A simple Bayesian state-space approach to the collective risk models. (English) Zbl 1524.62520 Scand. Actuar. J. 2023, No. 5, 509-529 (2023). Reviewer: James P. Howard II (Columbia) MSC: 62P05 62F15 91B05 91G05 PDFBibTeX XMLCite \textit{J. Youn Ahn} et al., Scand. Actuar. J. 2023, No. 5, 509--529 (2023; Zbl 1524.62520) Full Text: DOI arXiv
Ota, Shuhei Multivariate Farlie-Gumbel-Morgenstern copula and its application to reliability data analysis. (Japanese. English summary) Zbl 07670293 J. Jpn. Stat. Soc., Jpn. Issue 52, No. 2, 177-201 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Ota}, J. Jpn. Stat. Soc., Jpn. Issue 52, No. 2, 177--201 (2023; Zbl 07670293) Full Text: DOI
Xie, Jiehua; Yang, Jingping; Zhu, Wenhao; Zou, Wei A generalization of Archimedean and Marshall-Olkin copulas family. (English) Zbl 1522.62040 Fuzzy Sets Syst. 428, 1-33 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{J. Xie} et al., Fuzzy Sets Syst. 428, 1--33 (2022; Zbl 1522.62040) Full Text: DOI
Gribkova, N. V.; Su, J.; Zitikis, R. Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants. (English) Zbl 1507.91179 Insur. Math. Econ. 107, 199-222 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{N. V. Gribkova} et al., Insur. Math. Econ. 107, 199--222 (2022; Zbl 1507.91179) Full Text: DOI
Kang, Yao; Wang, Dehui; Lu, Feilong; Wang, Shuhui Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts. (English) Zbl 07643163 J. Korean Stat. Soc. 51, No. 4, 1268-1301 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Kang} et al., J. Korean Stat. Soc. 51, No. 4, 1268--1301 (2022; Zbl 07643163) Full Text: DOI
Wu, Yi; Wang, Xuejun Uniformly complete consistency of frequency polygon estimation for dependent samples and an application. (English) Zbl 1528.62020 Statistics 56, No. 6, 1270-1289 (2022). MSC: 62G05 62G20 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{X. Wang}, Statistics 56, No. 6, 1270--1289 (2022; Zbl 1528.62020) Full Text: DOI
Navarro, Jorge; Sarabia, José María Copula representations for the sum of dependent risks: models and comparisons. (English) Zbl 07621883 Probab. Eng. Inf. Sci. 36, No. 2, 320-340 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Navarro} and \textit{J. M. Sarabia}, Probab. Eng. Inf. Sci. 36, No. 2, 320--340 (2022; Zbl 07621883) Full Text: DOI
Yang, Yang; Liu, Shuang; Yuen, Kam Chuen Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model. (English) Zbl 07621022 J. Theor. Probab. 35, No. 4, 2600-2621 (2022). MSC: 62P05 62E10 91B30 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Theor. Probab. 35, No. 4, 2600--2621 (2022; Zbl 07621022) Full Text: DOI
Tsanakas, Andreas; Zhu, Rui Selecting bivariate copula models using image recognition. (English) Zbl 1524.62238 ASTIN Bull. 52, No. 3, 707-734 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{A. Tsanakas} and \textit{R. Zhu}, ASTIN Bull. 52, No. 3, 707--734 (2022; Zbl 1524.62238) Full Text: DOI
Susam, Selim Orhun A compound positively dependent Farlie-Gumbel-Morgenstern bivariate copula. (English) Zbl 07607853 İstatistik 14, No. 1, 11-16 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{S. O. Susam}, İstatistik 14, No. 1, 11--16 (2022; Zbl 07607853) Full Text: Link
Chukova, Stefanka; Minkova, Leda; Paralloi, Silvana Hypogeometric distribution and related discrete time point process. (English) Zbl 07607852 İstatistik 14, No. 1, 1-10 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Chukova} et al., İstatistik 14, No. 1, 1--10 (2022; Zbl 07607852) Full Text: Link
Barakat, H. M.; Alawady, M. A.; Husseiny, I. A.; Mansour, G. M. Sarmanov family of bivariate distributions: statistical properties – concomitants of order statistics – information measures. (English) Zbl 1496.62085 Bull. Malays. Math. Sci. Soc. (2) 45, Suppl. 1, 49-83 (2022). MSC: 62G30 62B10 62H05 62H10 PDFBibTeX XMLCite \textit{H. M. Barakat} et al., Bull. Malays. Math. Sci. Soc. (2) 45, 49--83 (2022; Zbl 1496.62085) Full Text: DOI
Tomita, Masashi; Takaoka, Koichiro; Ishizaka, Motokazu On the ruin probability of a generalized Cramér-Lundberg model driven by mixed Poisson processes. (English) Zbl 1498.91369 J. Appl. Probab. 59, No. 3, 849-859 (2022). MSC: 91G05 60G55 62P05 PDFBibTeX XMLCite \textit{M. Tomita} et al., J. Appl. Probab. 59, No. 3, 849--859 (2022; Zbl 1498.91369) Full Text: DOI
Hanbali, Hamza; Linders, Daniël Monotone tail functions: definitions, properties, and application to risk-reducing strategies. (English) Zbl 1495.91025 J. Comput. Appl. Math. 416, Article ID 114484, 20 p. (2022). MSC: 91B05 91G05 62P05 PDFBibTeX XMLCite \textit{H. Hanbali} and \textit{D. Linders}, J. Comput. Appl. Math. 416, Article ID 114484, 20 p. (2022; Zbl 1495.91025) Full Text: DOI
Liu, Juan; Huang, Ya; Xiang, Xuyan; Zhou, Jieming On a discrete interaction risk model with delayed claims and randomized dividends. (English) Zbl 07565487 Commun. Stat., Theory Methods 51, No. 15, 5241-5257 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Liu} et al., Commun. Stat., Theory Methods 51, No. 15, 5241--5257 (2022; Zbl 07565487) Full Text: DOI
Moutanabbir, Khouzeima; Abdelrahman, Hassan Bivariate Sarmanov phase-type distributions for joint lifetimes modeling. (English) Zbl 1489.62331 Methodol. Comput. Appl. Probab. 24, No. 2, 1093-1118 (2022). MSC: 62P05 62N05 60E05 62H20 91G05 PDFBibTeX XMLCite \textit{K. Moutanabbir} and \textit{H. Abdelrahman}, Methodol. Comput. Appl. Probab. 24, No. 2, 1093--1118 (2022; Zbl 1489.62331) Full Text: DOI
Guan, Guohui; Hu, Xiang On the analysis of a discrete-time risk model with INAR(1) processes. (English) Zbl 1492.91293 Scand. Actuar. J. 2022, No. 2, 115-138 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{G. Guan} and \textit{X. Hu}, Scand. Actuar. J. 2022, No. 2, 115--138 (2022; Zbl 1492.91293) Full Text: DOI
Hu, Xiang; Zhang, Lianzeng Multivariate distributions with time and cross-dependence: aggregation and capital allocation. (English) Zbl 1492.91297 ASTIN Bull. 52, No. 2, 669-706 (2022). MSC: 91G05 62P05 62H10 PDFBibTeX XMLCite \textit{X. Hu} and \textit{L. Zhang}, ASTIN Bull. 52, No. 2, 669--706 (2022; Zbl 1492.91297) Full Text: DOI
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Stochastic representation of FGM copulas using multivariate Bernoulli random variables. (English) Zbl 07533782 Comput. Stat. Data Anal. 173, Article ID 107506, 24 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Comput. Stat. Data Anal. 173, Article ID 107506, 24 p. (2022; Zbl 07533782) Full Text: DOI
Yuan, Meng; Lu, Dawei Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure. (English) Zbl 1484.62127 Stat. Probab. Lett. 185, Article ID 109440, 9 p. (2022). MSC: 62P05 60F10 62E20 91B05 PDFBibTeX XMLCite \textit{M. Yuan} and \textit{D. Lu}, Stat. Probab. Lett. 185, Article ID 109440, 9 p. (2022; Zbl 1484.62127) Full Text: DOI
Vernic, Raluca; Bolancé, Catalina; Alemany, Ramon Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims. (English) Zbl 1484.91410 Insur. Math. Econ. 102, 111-125 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{R. Vernic} et al., Insur. Math. Econ. 102, 111--125 (2022; Zbl 1484.91410) Full Text: DOI
Marri, Fouad; Moutanabbir, Khouzeima Risk aggregation and capital allocation using a new generalized Archimedean copula. (English) Zbl 1484.91398 Insur. Math. Econ. 102, 75-90 (2022). MSC: 91G05 91G70 62H05 PDFBibTeX XMLCite \textit{F. Marri} and \textit{K. Moutanabbir}, Insur. Math. Econ. 102, 75--90 (2022; Zbl 1484.91398) Full Text: DOI arXiv
Wang, Bingjie; Yan, Jigao; Cheng, Dongya Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims. (English) Zbl 1478.91055 Japan J. Ind. Appl. Math. 39, No. 1, 177-194 (2022). MSC: 91B05 62P05 60K10 91G05 PDFBibTeX XMLCite \textit{B. Wang} et al., Japan J. Ind. Appl. Math. 39, No. 1, 177--194 (2022; Zbl 1478.91055) Full Text: DOI
Alexeev, Vitali; Ignatieva, Katja; Liyanage, Thusitha Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals. (English) Zbl 07676040 Stud. Nonlinear Dyn. Econom. 25, No. 2, Article ID 20180094, 20 p. (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{V. Alexeev} et al., Stud. Nonlinear Dyn. Econom. 25, No. 2, Article ID 20180094, 20 p. (2021; Zbl 07676040) Full Text: DOI
Kang, Yao; Wang, Dehui; Cheng, Jianhua Risk models based on copulas for premiums and claim sizes. (English) Zbl 07533665 Commun. Stat., Theory Methods 50, No. 10, 2250-2269 (2021). MSC: 60J65 62P05 62-XX PDFBibTeX XMLCite \textit{Y. Kang} et al., Commun. Stat., Theory Methods 50, No. 10, 2250--2269 (2021; Zbl 07533665) Full Text: DOI
Sun, Fuyun; Li, Yuelei On the improved thinning risk model under a periodic dividend barrier strategy. (English) Zbl 1525.91165 AIMS Math. 6, No. 12, 13448-13463 (2021). MSC: 91G10 60K10 62P05 60G51 60K05 PDFBibTeX XMLCite \textit{F. Sun} and \textit{Y. Li}, AIMS Math. 6, No. 12, 13448--13463 (2021; Zbl 1525.91165) Full Text: DOI
Yıldırım Külekci, Bükre; Selcuk-Kestel, A. Sevtap Assessment of longevity risk: credibility approach. (English) Zbl 1521.62539 J. Appl. Stat. 48, No. 13-15, 2695-2713 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{B. Yıldırım Külekci} and \textit{A. S. Selcuk-Kestel}, J. Appl. Stat. 48, No. 13--15, 2695--2713 (2021; Zbl 1521.62539) Full Text: DOI
Jessup, Sébastien; Boucher, Jean-Philippe; Pigeon, Mathieu On fitting dependent nonhomogeneous loss models to unearned premium risk. (English) Zbl 1489.91220 N. Am. Actuar. J. 25, No. 4, 524-542 (2021). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{S. Jessup} et al., N. Am. Actuar. J. 25, No. 4, 524--542 (2021; Zbl 1489.91220) Full Text: DOI
Ota, Shuhei; Kimura, Mitsuhiro Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula. (English) Zbl 1478.62113 Jpn. J. Stat. Data Sci. 4, No. 2, 1049-1078 (2021). MSC: 62H05 62H12 62E20 62N05 PDFBibTeX XMLCite \textit{S. Ota} and \textit{M. Kimura}, Jpn. J. Stat. Data Sci. 4, No. 2, 1049--1078 (2021; Zbl 1478.62113) Full Text: DOI
Araiza Iturria, Carlos Andrés; Godin, Frédéric; Mailhot, Mélina Tweedie double GLM loss triangles with dependence within and across business lines. (English) Zbl 1480.91180 Eur. Actuar. J. 11, No. 2, 619-653 (2021). MSC: 91G05 91B70 62P05 PDFBibTeX XMLCite \textit{C. A. Araiza Iturria} et al., Eur. Actuar. J. 11, No. 2, 619--653 (2021; Zbl 1480.91180) Full Text: DOI arXiv
Lefèvre, Claude On partially Schur-constant models and their associated copulas. (English) Zbl 1493.62272 Depend. Model. 9, 225-242 (2021). MSC: 62H05 62H10 60G09 PDFBibTeX XMLCite \textit{C. Lefèvre}, Depend. Model. 9, 225--242 (2021; Zbl 1493.62272) Full Text: DOI
Furman, Edward; Kye, Yisub; Su, Jianxi A reconciliation of the top-down and bottom-up approaches to risk capital allocations: proportional allocations revisited. (English) Zbl 1479.91321 N. Am. Actuar. J. 25, No. 3, 395-416 (2021). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{E. Furman} et al., N. Am. Actuar. J. 25, No. 3, 395--416 (2021; Zbl 1479.91321) Full Text: DOI
Chen, Mi; Hu, Xiang On the evaluation of risk models with bivariate integer-valued time series. (English) Zbl 1480.62174 Lith. Math. J. 61, No. 4, 425-444 (2021). MSC: 62M10 62H12 62P05 91B05 PDFBibTeX XMLCite \textit{M. Chen} and \textit{X. Hu}, Lith. Math. J. 61, No. 4, 425--444 (2021; Zbl 1480.62174) Full Text: DOI
Brandt, Nikolai M.; Eckwert, Bernhard; Várdy, Felix Bayesian learning with variable prior. (English) Zbl 1484.62015 J. Math. Econ. 97, Article ID 102544, 9 p. (2021). MSC: 62C10 91B06 PDFBibTeX XMLCite \textit{N. M. Brandt} et al., J. Math. Econ. 97, Article ID 102544, 9 p. (2021; Zbl 1484.62015) Full Text: DOI
Tzougas, George; Pignatelli di Cerchiara, Alice The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking. (English) Zbl 1475.91319 Insur. Math. Econ. 101, 602-625 (2021). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{G. Tzougas} and \textit{A. Pignatelli di Cerchiara}, Insur. Math. Econ. 101, 602--625 (2021; Zbl 1475.91319) Full Text: DOI
Oh, Rosy; Jeong, Himchan; Ahn, Jae Youn; Valdez, Emiliano A. A multi-year microlevel collective risk model. (English) Zbl 1471.91479 Insur. Math. Econ. 100, 309-328 (2021). MSC: 91G05 62H05 PDFBibTeX XMLCite \textit{R. Oh} et al., Insur. Math. Econ. 100, 309--328 (2021; Zbl 1471.91479) Full Text: DOI arXiv
Zhang, Zhehao; Chen, Gemai Some specific density functions of aggregated discounted claims with dependent risks. (English) Zbl 1471.91491 Results Appl. Math. 11, Article ID 100168, 9 p. (2021). MSC: 91G05 62P05 60G55 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{G. Chen}, Results Appl. Math. 11, Article ID 100168, 9 p. (2021; Zbl 1471.91491) Full Text: DOI
Ahn, Jae Youn; Fuchs, Sebastian; Oh, Rosy A copula transformation in multivariate mixed discrete-continuous models. (English) Zbl 1467.62072 Fuzzy Sets Syst. 415, 54-75 (2021). MSC: 62H05 PDFBibTeX XMLCite \textit{J. Y. Ahn} et al., Fuzzy Sets Syst. 415, 54--75 (2021; Zbl 1467.62072) Full Text: DOI arXiv
Nadarajah, Saralees; Kwong, Hok Shing; Tank, Fatih Compound sum distributions with dependence. (English) Zbl 1471.62260 Statistics 55, No. 2, 409-425 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 62E15 60E05 62P20 PDFBibTeX XMLCite \textit{S. Nadarajah} et al., Statistics 55, No. 2, 409--425 (2021; Zbl 1471.62260) Full Text: DOI
Ji, Liuyan; Tan, Ken Seng; Yang, Fan Tail dependence and heavy tailedness in extreme risks. (English) Zbl 1467.91142 Insur. Math. Econ. 99, 282-293 (2021). MSC: 91G05 62P05 62H05 62G32 PDFBibTeX XMLCite \textit{L. Ji} et al., Insur. Math. Econ. 99, 282--293 (2021; Zbl 1467.91142) Full Text: DOI Link
Beck, Nicholas; Di Bernardino, Elena; Mailhot, Mélina Semi-parametric estimation of multivariate extreme expectiles. (English) Zbl 1467.62084 J. Multivariate Anal. 184, Article ID 104758, 23 p. (2021). MSC: 62H12 62G32 60F10 60G70 90C53 PDFBibTeX XMLCite \textit{N. Beck} et al., J. Multivariate Anal. 184, Article ID 104758, 23 p. (2021; Zbl 1467.62084) Full Text: DOI HAL
Torrado, Nuria; Navarro, Jorge Ranking the extreme claim amounts in dependent individual risk models. (English) Zbl 1466.91271 Scand. Actuar. J. 2021, No. 3, 218-247 (2021). MSC: 91G05 60E15 62P05 65H05 PDFBibTeX XMLCite \textit{N. Torrado} and \textit{J. Navarro}, Scand. Actuar. J. 2021, No. 3, 218--247 (2021; Zbl 1466.91271) Full Text: DOI
Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo On copula-based collective risk models: from elliptical copulas to vine copulas. (English) Zbl 1467.91148 Scand. Actuar. J. 2021, No. 1, 1-33 (2021). MSC: 91G05 62P05 62H05 PDFBibTeX XMLCite \textit{R. Oh} et al., Scand. Actuar. J. 2021, No. 1, 1--33 (2021; Zbl 1467.91148) Full Text: DOI
Górecki, Jan; Hofert, Marius; Okhrin, Ostap Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation. (English) Zbl 1510.62227 Comput. Stat. Data Anal. 155, Article ID 107109, 28 p. (2021). MSC: 62H05 62-08 PDFBibTeX XMLCite \textit{J. Górecki} et al., Comput. Stat. Data Anal. 155, Article ID 107109, 28 p. (2021; Zbl 1510.62227) Full Text: DOI arXiv
Chaoubi, Ihsan; Cossette, Hélène; Marceau, Etienne; Robert, Christian Y. Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs. (English) Zbl 1510.62225 Comput. Stat. Data Anal. 154, Article ID 107071, 33 p. (2021). MSC: 62H05 PDFBibTeX XMLCite \textit{I. Chaoubi} et al., Comput. Stat. Data Anal. 154, Article ID 107071, 33 p. (2021; Zbl 1510.62225) Full Text: DOI
Bulinskaya, E. V.; Shigida, B. I. Sensitivity analysis of some applied probability models. (English. Russian original) Zbl 1462.62527 J. Math. Sci., New York 254, No. 4, 456-468 (2021); translation from Fundam. Prikl. Mat. 22, No. 3, 19-35 (2018). MSC: 62M10 62P20 91B84 PDFBibTeX XMLCite \textit{E. V. Bulinskaya} and \textit{B. I. Shigida}, J. Math. Sci., New York 254, No. 4, 456--468 (2021; Zbl 1462.62527); translation from Fundam. Prikl. Mat. 22, No. 3, 19--35 (2018) Full Text: DOI Link
Gui, Wenyong; Huang, Rongtan; Lin, X. Sheldon Fitting multivariate Erlang mixtures to data: a roughness penalty approach. (English) Zbl 1459.62199 J. Comput. Appl. Math. 386, Article ID 113216, 18 p. (2021). MSC: 62P05 62H30 62H12 62N01 60L90 PDFBibTeX XMLCite \textit{W. Gui} et al., J. Comput. Appl. Math. 386, Article ID 113216, 18 p. (2021; Zbl 1459.62199) Full Text: DOI
Vernic, Raluca On a class of bivariate mixed Sarmanov distributions. (English) Zbl 1521.62079 Aust. N. Z. J. Stat. 62, No. 2, 186-211 (2020). MSC: 62H10 60E05 62H20 PDFBibTeX XMLCite \textit{R. Vernic}, Aust. N. Z. J. Stat. 62, No. 2, 186--211 (2020; Zbl 1521.62079) Full Text: DOI
Loukissas, Fotios Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model. (English) Zbl 07530004 Commun. Stat., Theory Methods 49, No. 24, 6112-6120 (2020). MSC: 60F10 60F05 60G05 62-XX PDFBibTeX XMLCite \textit{F. Loukissas}, Commun. Stat., Theory Methods 49, No. 24, 6112--6120 (2020; Zbl 07530004) Full Text: DOI
Chen, Mi; Hu, Xiang Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process. (English) Zbl 1511.91036 Commun. Stat., Theory Methods 49, No. 16, 3985-4001 (2020). MSC: 91B05 62M10 62P05 PDFBibTeX XMLCite \textit{M. Chen} and \textit{X. Hu}, Commun. Stat., Theory Methods 49, No. 16, 3985--4001 (2020; Zbl 1511.91036) Full Text: DOI
Li, Jiahui; Yuen, Kam Chuen; Chen, Mi A discrete-time risk model with Poisson ARCH claim-number process. (English) Zbl 1511.91038 Commun. Stat., Theory Methods 49, No. 16, 3965-3984 (2020). MSC: 91B05 62M10 62P05 PDFBibTeX XMLCite \textit{J. Li} et al., Commun. Stat., Theory Methods 49, No. 16, 3965--3984 (2020; Zbl 1511.91038) Full Text: DOI
Cuberos, A.; Masiello, E.; Maume-Deschamps, V. Copulas checker-type approximations: application to quantiles estimation of sums of dependent random variables. (English) Zbl 1511.62102 Commun. Stat., Theory Methods 49, No. 12, 3044-3062 (2020). MSC: 62H05 62G05 62H20 PDFBibTeX XMLCite \textit{A. Cuberos} et al., Commun. Stat., Theory Methods 49, No. 12, 3044--3062 (2020; Zbl 1511.62102) Full Text: DOI
Kang, Yao; Wang, Dehui; Yang, Kai; Zhang, Yulin A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts. (English) Zbl 1484.62112 J. Korean Stat. Soc. 49, No. 2, 324-349 (2020). MSC: 62M10 62J20 PDFBibTeX XMLCite \textit{Y. Kang} et al., J. Korean Stat. Soc. 49, No. 2, 324--349 (2020; Zbl 1484.62112) Full Text: DOI
Adékambi, Franck The construction of a quadratic predictor of the discounted renewal claims with dependence. (English) Zbl 1458.91180 Risk Decis. Anal. 8, No. 1-2, 25-37 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{F. Adékambi}, Risk Decis. Anal. 8, No. 1--2, 25--37 (2020; Zbl 1458.91180) Full Text: DOI
Mai, Jan-Frederik The infinite extendibility problem for exchangeable real-valued random vectors. (English) Zbl 1459.60078 Probab. Surv. 17, 677-753 (2020). MSC: 60G09 60E05 62H99 PDFBibTeX XMLCite \textit{J.-F. Mai}, Probab. Surv. 17, 677--753 (2020; Zbl 1459.60078) Full Text: DOI arXiv Euclid
Fang, Rui; Wang, Boyang Stochastic comparisons on sample extremes from independent or dependent gamma samples. (English) Zbl 1453.60053 Statistics 54, No. 4, 841-855 (2020). MSC: 60E15 62G30 PDFBibTeX XMLCite \textit{R. Fang} and \textit{B. Wang}, Statistics 54, No. 4, 841--855 (2020; Zbl 1453.60053) Full Text: DOI
Li, Rong; Bi, Xiuchun; Zhang, Shuguang Large deviations for sums of claims in a general renewal risk model with the regression dependent structure. (English) Zbl 1447.62052 Stat. Probab. Lett. 165, Article ID 108857, 6 p. (2020). MSC: 62G32 62E20 60F10 PDFBibTeX XMLCite \textit{R. Li} et al., Stat. Probab. Lett. 165, Article ID 108857, 6 p. (2020; Zbl 1447.62052) Full Text: DOI
Cang, Yuquan; Yang, Yang; Shi, Xixi A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model. (English) Zbl 1443.62337 Lith. Math. J. 60, No. 2, 161-172 (2020). MSC: 62P05 62E20 62G32 91G70 91B05 PDFBibTeX XMLCite \textit{Y. Cang} et al., Lith. Math. J. 60, No. 2, 161--172 (2020; Zbl 1443.62337) Full Text: DOI
Aleksandrov, Boris; Weiß, Christian H. Parameter estimation and diagnostic tests for INMA(1) processes. (English) Zbl 1460.62142 Test 29, No. 1, 196-232 (2020). MSC: 62M10 62F03 62F10 62J20 60G10 PDFBibTeX XMLCite \textit{B. Aleksandrov} and \textit{C. H. Weiß}, Test 29, No. 1, 196--232 (2020; Zbl 1460.62142) Full Text: DOI
Sun, Weiwei; Hu, Xiang; Zhang, Lianzeng Moments of discounted aggregate claims with dependence based on Spearman copula. (English) Zbl 1437.91400 J. Comput. Appl. Math. 377, Article ID 112889, 16 p. (2020). MSC: 91G05 62P05 62H05 PDFBibTeX XMLCite \textit{W. Sun} et al., J. Comput. Appl. Math. 377, Article ID 112889, 16 p. (2020; Zbl 1437.91400) Full Text: DOI
Oh, Rosy; Shi, Peng; Ahn, Jae Youn Bonus-malus premiums under the dependent frequency-severity modeling. (English) Zbl 1436.91103 Scand. Actuar. J. 2020, No. 3, 172-195 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{R. Oh} et al., Scand. Actuar. J. 2020, No. 3, 172--195 (2020; Zbl 1436.91103) Full Text: DOI
Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina Multivariate geometric tail- and range-value-at-risk. (English) Zbl 1431.91441 ASTIN Bull. 50, No. 1, 265-292 (2020). MSC: 91G70 91G05 62P05 PDFBibTeX XMLCite \textit{K. Herrmann} et al., ASTIN Bull. 50, No. 1, 265--292 (2020; Zbl 1431.91441) Full Text: DOI
Bazyari, Abouzar; Roozegar, Rasool Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model. (English) Zbl 07530884 Commun. Stat., Theory Methods 48, No. 5, 1284-1304 (2019). MSC: 62G32 62F99 62E20 PDFBibTeX XMLCite \textit{A. Bazyari} and \textit{R. Roozegar}, Commun. Stat., Theory Methods 48, No. 5, 1284--1304 (2019; Zbl 07530884) Full Text: DOI
Mai, Jan-Frederik Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case. (English) Zbl 1448.62065 Depend. Model. 7, 202-214 (2019). MSC: 62H05 62H10 60E05 26A48 PDFBibTeX XMLCite \textit{J.-F. Mai}, Depend. Model. 7, 202--214 (2019; Zbl 1448.62065) Full Text: DOI
Nichil, Geoffrey; Vallois, Pierre Solvency need resulting from reserving risk in a ORSA context. (English) Zbl 1452.91278 Methodol. Comput. Appl. Probab. 21, No. 2, 567-592 (2019). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{G. Nichil} and \textit{P. Vallois}, Methodol. Comput. Appl. Probab. 21, No. 2, 567--592 (2019; Zbl 1452.91278) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Nguyen, Quang Huy; Robert, Christian Y. Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models. (English) Zbl 1480.60140 Methodol. Comput. Appl. Probab. 21, No. 2, 461-490 (2019). MSC: 60G70 62H05 65C05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Methodol. Comput. Appl. Probab. 21, No. 2, 461--490 (2019; Zbl 1480.60140) Full Text: DOI arXiv
Côté, Marie-Pier; Genest, Christian; Omelka, Marek Rank-based inference tools for copula regression, with property and casualty insurance applications. (English) Zbl 1427.91223 Insur. Math. Econ. 89, 1-15 (2019). MSC: 91G05 62P05 62H05 PDFBibTeX XMLCite \textit{M.-P. Côté} et al., Insur. Math. Econ. 89, 1--15 (2019; Zbl 1427.91223) Full Text: DOI
Weiß, Christian H.; Aleksandrov, Boris Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes. (English) Zbl 1426.62268 J. Stat. Theory Pract. 13, No. 2, Paper No. 26, 28 p. (2019). MSC: 62M10 62H15 62F05 PDFBibTeX XMLCite \textit{C. H. Weiß} and \textit{B. Aleksandrov}, J. Stat. Theory Pract. 13, No. 2, Paper No. 26, 28 p. (2019; Zbl 1426.62268) Full Text: DOI
Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne; Robert, Christian Y. Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. (English) Zbl 1419.62120 J. Multivariate Anal. 172, 59-83 (2019). MSC: 62H05 62H30 60E05 PDFBibTeX XMLCite \textit{H. Cossette} et al., J. Multivariate Anal. 172, 59--83 (2019; Zbl 1419.62120) Full Text: DOI
Côté, Marie-Pier; Genest, Christian Dependence in a background risk model. (English) Zbl 1419.62295 J. Multivariate Anal. 172, 28-46 (2019). MSC: 62P05 62H05 62H20 91B30 60E05 PDFBibTeX XMLCite \textit{M.-P. Côté} and \textit{C. Genest}, J. Multivariate Anal. 172, 28--46 (2019; Zbl 1419.62295) Full Text: DOI
Nešlehová, Johanna G. (ed.); Fougères, Anne-Laure (ed.); McNeil, Alexander J. (ed.); Scherer, Matthias (ed.) Editorial for the special issue on dependence models. (English) Zbl 1415.00021 J. Multivariate Anal. 172, 1-4 (2019). MSC: 00B25 62-06 62Hxx PDFBibTeX XMLCite \textit{J. G. Nešlehová} (ed.) et al., J. Multivariate Anal. 172, 1--4 (2019; Zbl 1415.00021) Full Text: DOI
Jiang, Xiao; Nadarajah, Saralees Efficient expressions for moments of dependent random sums using copulas. (English) Zbl 1433.60022 J. Comput. Appl. Math. 353, 130-139 (2019). MSC: 60G50 60E05 62H05 62P05 91G05 PDFBibTeX XMLCite \textit{X. Jiang} and \textit{S. Nadarajah}, J. Comput. Appl. Math. 353, 130--139 (2019; Zbl 1433.60022) Full Text: DOI Link
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre Collective risk models with dependence. (English) Zbl 1410.91261 Insur. Math. Econ. 87, 153-168 (2019). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 87, 153--168 (2019; Zbl 1410.91261) Full Text: DOI
Kim, Joseph H. T.; Kim, So-Yeun Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions. (English) Zbl 1411.91293 Insur. Math. Econ. 86, 145-157 (2019). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{J. H. T. Kim} and \textit{S.-Y. Kim}, Insur. Math. Econ. 86, 145--157 (2019; Zbl 1411.91293) Full Text: DOI
Ignatieva, Katja; Landsman, Zinoviy Conditional tail risk measures for the skewed generalised hyperbolic family. (English) Zbl 1411.91510 Insur. Math. Econ. 86, 98-114 (2019). MSC: 91G10 91G70 62P05 62E10 PDFBibTeX XMLCite \textit{K. Ignatieva} and \textit{Z. Landsman}, Insur. Math. Econ. 86, 98--114 (2019; Zbl 1411.91510) Full Text: DOI
Kim, Joseph H. T.; Jang, Jiwook; Pyun, Chaehyun Capital allocation for a sum of dependent compound mixed Poisson variables: a recursive algorithm approach. (English) Zbl 1417.62300 N. Am. Actuar. J. 23, No. 1, 82-97 (2019). MSC: 62P05 91B30 62E15 PDFBibTeX XMLCite \textit{J. H. T. Kim} et al., N. Am. Actuar. J. 23, No. 1, 82--97 (2019; Zbl 1417.62300) Full Text: DOI
Bolancé, Catalina; Vernic, Raluca Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution. (English) Zbl 1415.62077 Insur. Math. Econ. 85, 89-103 (2019). MSC: 62P05 62J12 62H05 62H12 91B30 PDFBibTeX XMLCite \textit{C. Bolancé} and \textit{R. Vernic}, Insur. Math. Econ. 85, 89--103 (2019; Zbl 1415.62077) Full Text: DOI Link
Oflaz, Zarina Nukeshtayeva; Yozgatligil, Ceylan; Selcuk-Kestel, A. Sevtap Aggregate claim estimation using bivariate hidden Markov model. (English) Zbl 1419.91381 ASTIN Bull. 49, No. 1, 189-215 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{Z. N. Oflaz} et al., ASTIN Bull. 49, No. 1, 189--215 (2019; Zbl 1419.91381) Full Text: DOI
Yin, Cuihong; Lin, X. Sheldon; Huang, Rongtan; Yuan, Haili On the consistency of penalized MLEs for Erlang mixtures. (English) Zbl 1414.62424 Stat. Probab. Lett. 145, 12-20 (2019). MSC: 62P05 62F10 91B30 62H30 PDFBibTeX XMLCite \textit{C. Yin} et al., Stat. Probab. Lett. 145, 12--20 (2019; Zbl 1414.62424) Full Text: DOI
Lee, Woojoo; Park, Sojung C.; Ahn, Jae Youn Investigating dependence between frequency and severity via simple generalized linear models. (English) Zbl 1411.62299 J. Korean Stat. Soc. 48, No. 1, 13-28 (2019). MSC: 62P05 62J12 91B30 PDFBibTeX XMLCite \textit{W. Lee} et al., J. Korean Stat. Soc. 48, No. 1, 13--28 (2019; Zbl 1411.62299) Full Text: DOI
Bladt, Mogens; Nielsen, Bo Friis; Peralta, Oscar Parisian types of ruin probabilities for a class of dependent risk-reserve processes. (English) Zbl 1418.91230 Scand. Actuar. J. 2019, No. 1, 32-61 (2019). MSC: 91B30 60G51 62P05 PDFBibTeX XMLCite \textit{M. Bladt} et al., Scand. Actuar. J. 2019, No. 1, 32--61 (2019; Zbl 1418.91230) Full Text: DOI Link
Deng, Yingchun; Liu, Juan; Huang, Ya; Li, Man; Zhou, Jieming On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates. (English) Zbl 1508.91128 Commun. Stat., Theory Methods 47, No. 23, 5867-5883 (2018). MSC: 91B05 60K10 62P05 PDFBibTeX XMLCite \textit{Y. Deng} et al., Commun. Stat., Theory Methods 47, No. 23, 5867--5883 (2018; Zbl 1508.91128) Full Text: DOI
Barmalzan, Ghobad; Najafabadi, Amir. T. Payandeh; Balakrishnan, Narayanaswamy Some new results on aggregate claim amounts from two heterogeneous Marshall-Olkin extended exponential portfolios. (English) Zbl 1508.62245 Commun. Stat., Theory Methods 47, No. 11, 2779-2794 (2018). MSC: 62P05 60E15 91G05 PDFBibTeX XMLCite \textit{G. Barmalzan} et al., Commun. Stat., Theory Methods 47, No. 11, 2779--2794 (2018; Zbl 1508.62245) Full Text: DOI
Hillairet, Caroline; Jiao, Ying; Réveillac, Anthony Pricing formulae for derivatives in insurance using Malliavin calculus. (English) Zbl 1435.62373 Probab. Uncertain. Quant. Risk 3, Paper No. 7, 19 p. (2018). MSC: 62P05 60G55 91G30 62M10 PDFBibTeX XMLCite \textit{C. Hillairet} et al., Probab. Uncertain. Quant. Risk 3, Paper No. 7, 19 p. (2018; Zbl 1435.62373) Full Text: DOI arXiv
Ressel, Paul A multivariate version of Williamson’s theorem, \(\ell^1\)-symmetric survival functions, and generalized Archimedean copulas. (English) Zbl 1434.62085 Depend. Model. 6, 356-368 (2018). MSC: 62H05 26A48 26B40 62N05 60E05 PDFBibTeX XMLCite \textit{P. Ressel}, Depend. Model. 6, 356--368 (2018; Zbl 1434.62085) Full Text: DOI
Shen, Xin-mei; Fu, Ke-ang; Zhong, Xue-ting Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model. (English) Zbl 1424.60029 Appl. Math., Ser. B (Engl. Ed.) 33, No. 4, 491-502 (2018). MSC: 60F10 60G50 60K05 62P05 91B30 PDFBibTeX XMLCite \textit{X.-m. Shen} et al., Appl. Math., Ser. B (Engl. Ed.) 33, No. 4, 491--502 (2018; Zbl 1424.60029) Full Text: DOI
Yuan, Nannan; Hu, Xiang; Chen, Mi Risk aggregation based on the Poisson INAR(1) process with periodic structure. (English) Zbl 1407.62395 Lith. Math. J. 58, No. 4, 505-515 (2018). MSC: 62P05 62M10 PDFBibTeX XMLCite \textit{N. Yuan} et al., Lith. Math. J. 58, No. 4, 505--515 (2018; Zbl 1407.62395) Full Text: DOI