Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions |
scientific article |
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Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (English)
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23 November 2017
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censoring
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composite model
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expectation-maximisation algorithm
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risk measurement
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tail modelling
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