Compound unimodal distributions for insurance losses (Q1667415): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2017.10.007
@@ Property / DOI: 10.1016/j.insmatheco.2017.10.007 / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+ReIns
@@ Property / describes a project that uses: ReIns / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+insuranceData
@@ Property / describes a project that uses: insuranceData / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+evd
@@ Property / describes a project that uses: evd / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Rugarch
@@ Property / describes a project that uses: Rugarch / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+fGarch
@@ Property / describes a project that uses: fGarch / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+fitdistrplus
@@ Property / describes a project that uses: fitdistrplus / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+R
@@ Property / describes a project that uses: R / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2017.10.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2766093083
@@ Property / OpenAlex ID: W2766093083 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling loss data using composite models
@@ Property / cites work: Modeling loss data using composite models / rank @@
+Normal rank
@@ Property / cites work @@
+A new class of models for heavy tailed distributions in finance and insurance risk
+Normal rank
@@ Property / cites work @@
+A new look at the statistical model identification
+Normal rank
@@ Property / cites work @@
+Finite mixtures of unimodal beta and gamma densities and the \(k\)-bumps algorithm
+Normal rank
@@ Property / cites work @@
+Density approximations and VaR computation for compound Poisson-lognormal distributions
+Normal rank
@@ Property / cites work @@
+Q4365234
@@ Property / cites work: Q4365234 / rank @@
+Normal rank
@@ Property / cites work @@
+Skew mixture models for loss distributions: a Bayesian approach
+Normal rank
@@ Property / cites work @@
+Kernel density estimation of actuarial loss functions
+Normal rank
@@ Property / cites work @@
+Skewed bivariate models and nonparametric estimation for the CTE risk measure
+Normal rank
@@ Property / cites work @@
+Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims
+Normal rank
@@ Property / cites work @@
+Probability density function estimation using gamma kernels
+Normal rank
@@ Property / cites work @@
+Modeling actuarial data with a composite lognormal-Pareto model
+Normal rank
@@ Property / cites work @@
+Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models?
+Normal rank
@@ Property / cites work @@
+Regression Modeling with Actuarial and Financial Applications
+Normal rank
@@ Property / cites work @@
+Understanding Relationships Using Copulas
@@ Property / cites work: Understanding Relationships Using Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-tailed distributions and robustness in economics and finance
+Normal rank
@@ Property / cites work @@
+Q5615180
@@ Property / cites work: Q5615180 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2915817
@@ Property / cites work: Q2915817 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Maximisation of Likelihood: A Neglected Alternative to EM?
+Normal rank
@@ Property / cites work @@
+Bivariate discrete beta kernel graduation of mortality data
+Normal rank
@@ Property / cites work @@
+New composite models for the Danish fire insurance data
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling with Weibull-Pareto Models
@@ Property / cites work: Modeling with Weibull-Pareto Models / rank @@
+Normal rank
@@ Property / cites work @@
+Compounding of distributions: a survey and new generalized classes
+Normal rank
@@ Property / cites work @@
+Multivariate skew-normal distributions with applications in insurance
+Normal rank
@@ Property / cites work @@
+The EM Algorithm and Related Statistical Models
@@ Property / cites work: The EM Algorithm and Related Statistical Models / rank @@
+Normal rank
@@ Property / cites work @@
+Notes on discrete compound Poisson model with applications to risk theory
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2017.10.007
@@ Property / DOI: 10.1016/J.INSMATHECO.2017.10.007 / rank @@
+Normal rank