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dc.contributor.authorBolancé Losilla, Catalina-
dc.contributor.authorVernic, Raluca-
dc.description.abstractStarting from the question: What is the accident risk of an insured individual?, we consider that the customer has contracted policies in different insurance lines: motor and home. Three models based on the multivariate Sarmanov distribution are analyzed. Driven by a real data set that takes into account three types of accident risks, two for motor and one for home, three trivariate Sarmanov distributions with generalized linear models (GLMs) for marginals are considered and fitted to the data. To estimate the parameters of these three models, we discuss a method for approaching the maximum likelihood (ML) estimators. Finally, the three models are compared numerically with the simpler trivariate Negative Binomial GLM and with elliptical copula based models.-
dc.format.extent15 p.-
dc.publisherElsevier B.V.-
dc.relation.isformatofVersió postprint del document publicat a:
dc.relation.ispartofInsurance Mathematics and Economics, 2019, vol. 85, p. 89-103-
dc.rightscc-by-nc-nd (c) Elsevier B.V., 2019-
dc.sourceArticles publicats en revistes (Econometria, Estadística i Economia Aplicada)-
dc.subject.classificationModels lineals (Estadística)-
dc.subject.classificationAnàlisi multivariable-
dc.subject.classificationTeoria de distribucions (Anàlisi funcional)-
dc.subject.classificationTeoria de l'estimació-
dc.subject.otherLinear models (Statistics)-
dc.subject.otherMultivariate analysis-
dc.subject.otherTheory of distributions (Functional analysis)-
dc.subject.otherEstimation theory-
dc.titleMultivariate count data generalized linear models: Three approaches based on the Sarmanov distribution-
Appears in Collections:Articles publicats en revistes (Econometria, Estadística i Economia Aplicada)

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