23 research outputs found
An Introduction to Parametric and Non-Parametric Models for Bivariate Positive Insurance Claim Severity Distributions
The endothelial cell markers von Willebrand Factor (vWF), CD31 and CD34 are lost in glomerulonephritis and no longer correlate with the morphological indices of glomerular sclerosis, interstitial fibrosis, activity and chronicity.
On Some Multivariate Sarmanov Mixed Erlang Reinsurance Risks: Aggregation and Capital Allocation
Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits
This paper studies the distribution of particular weighted sums of Bernoulli random variables. The computing methods are applied to derive the probability distribution of the random amount of survivor credits to be shared among surviving participants in singleperiod tontine schemes. The effectiveness of this new arrangement can then be evaluated beyond the classical analysis based on crude approximations for the two first moments, only