Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach (Q2447408): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Modeling Insurance Claims with Extreme Observations: Transformed Kernel Density and Generalized Lambda Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4833241 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Modified Likelihood Ratio Test for Homogeneity in Finite Mixture Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to statistical modeling of extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4139463 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The probability and severity of ruin for combinations of exponential claim amount distributions and their translations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5369143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical theory in clustering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference using extreme order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for the probability and severity of ruin in the Sparre Andersen model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3790455 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3583112 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3580595 / rank
 
Normal rank

Latest revision as of 11:24, 8 July 2024

scientific article
Language Label Description Also known as
English
Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
scientific article

    Statements

    Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach (English)
    0 references
    0 references
    25 April 2014
    0 references
    mixture exponential distribution
    0 references
    extreme value theory
    0 references
    threshold model
    0 references
    mixture component testing
    0 references
    insurance claims modeling
    0 references

    Identifiers