| Reference: | Abdallah, A., Boucher, J.-P., and Cossette, H. (2016). Sarmanov family of multivariate distributions for bivariate dynamic claim counts model. Insurance: Mathematics and Economics, 68:120–133.
Bahraoui, Z., Bolancé, C., Pelican, E., and Vernic, R. (2015a). On the bivariate sarmanov distribution and copula. an application on insurance data using truncated marginal dis- tributi. SORT, 39(2):209–230.
Bahraoui, Z., Bolancé, C., Pelican, E., and Vernic, R. (2015b). On the bivariate sarmanov distribution and copula. an application on insurance data using truncated marginal dis- tributions. Statistics and Operations Research Transactions, SORT, 39(2):209–230.
Bairamov, I., Altinsoy, B., and Kerns, G. J. (2011). On generalized sarmanov bivariate distributions. TWMS Journal of Applied and Engineering Mathematics, 1(1):86–97.
Bairamov, I., Kotz, S., and Gebizlioglu, O. L. (2001). The sarmanov family and its gen- eralization: theory and methods. South African Statistical Journal, 35(2):205–224.
Bolancé, C. and Vernic, R. (2019). Multivariate count data generalized linear models: Three approaches based on the sarmanov distribution. Insurance: Mathematics and Economics, 85:89–103.
Dias, A., Embrechts, P., et al. (2004). Dynamic copula models for multivariate high- frequency data in finance. Manuscript, ETH Zurich, 81.
Hashorva, E. and Ratovomirija, G. (2015). On sarmanov mixed erlang risks in insurance applications. ASTIN Bulletin: The Journal of the IAA, 45(1):175–205.
Huang, C.-Y., Wang, M.-C., and Zhang, Y. (2006). Analysing panel count data with in- formative observation times. Biometrika, 93(4):763–775.
Joe, H. (1997). Multivariate models and multivariate dependence concepts. CRC press. Kotz, S., Balakrishnan, N., and Johnson, N. L. (2004). Continuous multivariate distribu-
tions, Volume 1: Models and applications, volume 1. John Wiley & Sons.
Nelsen, R. B. (2006). An introduction to copulas. Springer Science & Business Media.
Ross, S. M., Kelly, J. J., Sullivan, R. J., Perry, W. J., Mercer, D., Davis, R. M., Washburn, T. D., Sager, E. V., Boyce, J. B., and Bristow, V. L. (1996). Stochastic processes, volume 2. Wiley New York.
Sarmanov, O. V. (1966). Generalized normal correlation and two-dimensional fréchet classes. In Doklady Akademii Nauk, volume 168, pages 32–35. Russian Academy of Sciences.
Shi, P. and Zhao, Z. (2020). Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims. The Annals of Applied Statistics, 14(1):357–380.
Sklar, M. (1959). Fonctions de repartition an dimensions et leurs marges. Publ. inst. statist. univ. Paris, 8:229–231.
Sun, J., Zhao, X., et al. (2013). Statistical analysis of panel count data. Springer.
Ting Lee, M.-L. (1996). Properties and applications of the sarmanov family of bivariate distributions. Communications in Statistics-Theory and Methods, 25(6):1207–1222.
Wellner, J. A. and Zhang, Y. (2000). Two estimators of the mean of a counting process with panel count data. The Annals of statistics, 28(3):779–814.
Wellner, J. A. and Zhang, Y. (2007). Two likelihood-based semiparametric estimation methods for panel count data with covariates. The Annals of Statistics, 35(5):2106– 2142. |
