A Sarmanov Distribution with Beta Marginals: An Application to Motor Insurance Pricing
Background: The Beta distribution is useful for fitting variables that measure a probability or a relative frequency. Methods: We propose a Sarmanov distribution with Beta marginals specified as generalised linear models. We analyse its theoretical properties and its dependence limits. Results: We u...
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| Principais autores: | , , |
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| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
MDPI AG
2020-11-01
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| Serija: | Mathematics |
| Teme: | |
| Online dostop: | https://www.mdpi.com/2227-7390/8/11/2020 |
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