Sarmanov family of multivariate distributions for bivariate dynamic claim counts model

von Abdallah, Anas
Veröffentlicht in Insurance / Mathematics & economics (2016)

Modeling dependence between loss triangles with hierarchical Archimedean copulas

von Abdallah, Anas
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2015)

Sarmanov family of bivariate distributions for multivariate loss reserving analysis

von Abdallah, Anas
Veröffentlicht in North American actuarial journal (2016)