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Volumn 79, Issue 15, 2009, Pages 1695-1703

Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family

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EID: 67649105383     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2009.04.011     Document Type: Article
Times cited : (39)

References (18)
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  • 4
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    • Holla, M.S.1
  • 5
    • 0001586998 scopus 로고
    • Survival models for heterogeneous populations derived from stable distributions
    • Hougaard P. Survival models for heterogeneous populations derived from stable distributions. Biometrika 73 (1986) 387-396
    • (1986) Biometrika , vol.73 , pp. 387-396
    • Hougaard, P.1
  • 10
    • 84907319426 scopus 로고
    • Asymptotic properties of the maximum likelihood estimators and likelihood ratio tests under nonstandard conditions
    • Self S.G., and Liang K.-Y. Asymptotic properties of the maximum likelihood estimators and likelihood ratio tests under nonstandard conditions. Journal of the American Statistical Association 82 (1987) 605-610
    • (1987) Journal of the American Statistical Association , vol.82 , pp. 605-610
    • Self, S.G.1    Liang, K.-Y.2
  • 12
    • 0039193143 scopus 로고
    • Computation of the Poisson-inverse Gaussian distribution
    • Shaban S. Computation of the Poisson-inverse Gaussian distribution. Communications in Statistics A10 (1981) 1389-1399
    • (1981) Communications in Statistics , vol.A10 , pp. 1389-1399
    • Shaban, S.1
  • 13
    • 51249183562 scopus 로고
    • Generalized hypergeometric digamma and trigamma distributions
    • Sibuya M. Generalized hypergeometric digamma and trigamma distributions. Annals of the Institute of Statistical Mathematics 31 (1979) 373-390
    • (1979) Annals of the Institute of Statistical Mathematics , vol.31 , pp. 373-390
    • Sibuya, M.1
  • 16
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    • Using the Poisson inverse Gaussian in bonus-malus systems
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    • (1992) ASTIN Bulletin , vol.22 , pp. 97-106
    • Tremblay, L.1
  • 17
    • 26444601906 scopus 로고
    • The Poisson-inverse Gaussian distribution as an alternative to the negative binomial
    • Willmot G. The Poisson-inverse Gaussian distribution as an alternative to the negative binomial. Scandinavian Actuarial Journal 87 (1987) 113-127
    • (1987) Scandinavian Actuarial Journal , vol.87 , pp. 113-127
    • Willmot, G.1
  • 18
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    • On recursive evaluation of mixed Poisson probabilities and related quantities
    • Willmot G. On recursive evaluation of mixed Poisson probabilities and related quantities. Scandinavian Actuarial Journal 93 (1993) 114-133
    • (1993) Scandinavian Actuarial Journal , vol.93 , pp. 114-133
    • Willmot, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.