Risk measure estimation under two component mixture models with trimmed data (Q5036563): Difference between revisions

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+A new class of models for heavy tailed distributions in finance and insurance risk
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+Generalized inverse Lindley distribution with application to Danish fire insurance data
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+Modeling loss data using composite models
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+Skew mixture models for loss distributions: a Bayesian approach
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+Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view
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+Modeling actuarial data with a composite lognormal-Pareto model
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+Q2915817
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+Fitting bivariate loss distributions with copulas
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+Modeling loss data using mixtures of distributions
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+New composite models for the Danish fire insurance data
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+Composite Lognormal–Pareto model with random threshold
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+Optimally robust estimators in generalized Pareto models
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+On composite lognormal-Pareto models
@@ Property / cites work: On composite lognormal-Pareto models / rank @@
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+Modeling with Weibull-Pareto Models
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+gendist
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+W2890884716
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