Bahraoui, ZuhairBolancé Losilla, CatalinaPelican, ElenaVernic, Raluca2016-04-072016-04-0720151696-2281https://hdl.handle.net/2445/97120The Sarmanov family of distributions can provide a good model for bivariate random variables and it is used to model dependency in a multivariate setting with given marginals. In this paper, we focus our attention on the bivariate Sarmanov distribution and copula with different truncated extreme value marginal distributions. We compare a global estimation method based on maximizing the full log-likelihood function with the estimation based on maximizing the pseudolog- likelihood function for copula (or partial estimation). Our aim is to estimate two statistics that can be used to evaluate the risk of the sum exceeding a given value. Numerical results using a real data set from the motor insurance sector are presented.22 p.application/pdfengcc-by-nc-nd (c) Bahraoui, Zuhair et al., 2015http://creativecommons.org/licenses/by-nc-nd/3.0/esVariables (Matemàtica)Variables aleatòriesTeoria de distribucions (Anàlisi funcional)Teoria de l'estimacióVariables (Mathematics)Random variablesTheory of distributions (Functional analysis)Estimation theoryinfo:eu-repo/semantics/article6559702016-04-07info:eu-repo/semantics/openAccess