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
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
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
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
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
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
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
Youn Ahn, Jae; Jeong, Himchan; Lu, Yang On the ordering of credibility factors. (English) Zbl 1475.91322 Insur. Math. Econ. 101, 626-638 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{J. Youn Ahn} et al., Insur. Math. Econ. 101, 626--638 (2021; Zbl 1475.91322) Full Text: DOI arXiv
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
Li, Hong; Lu, Yang; Zhu, Wenjun Dynamic Bayesian ratemaking: a Markov chain approximation approach. (English) Zbl 1475.91309 N. Am. Actuar. J. 25, No. 2, 186-205 (2021). MSC: 91G05 60J20 PDFBibTeX XMLCite \textit{H. Li} et al., N. Am. Actuar. J. 25, No. 2, 186--205 (2021; Zbl 1475.91309) 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
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