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Inflated-Parameter Family of Generalized Power Series Distributions And Their Application In Analysis Of Overdispersed Insurance Data
P (Q = k) = 7rp k - l (1 - p), k=1,2 , . . . (17) 307 The above equations defiim a l)rOl)Cr ... Def in i t ion 6.1. We call the r.v. Q defined by (17) an i~lflated-paTumctcr Bernoull i distributed ...- Authors: Nikolai Kolev, Leda Minkova, Plamen Neytchev
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Modeling & Statistical Methods>Stochastic models
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Multivariate Dependence Modeling Using Pair-Copulas
excluding the jth component v j. For every j, Joe [17] has shown that F(x|v) = ∂Cx,v j|v− j ( F(x|v− ... have F(x|v) = ∂Cxv ( Fx(x),Fv(v) ) ∂Fv(v) . (17) As we decompose a joint density function f (x1 ...- Authors: Doris Y Schirmacher, Ernesto Schirmacher
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Financial management; Modeling & Statistical Methods>Stochastic models