Pages that link to "Item:Q1199961"

The following pages link to Modeling large claims in non-life insurance (Q1199961):

Displaying 18 items.

• On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
• Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (Q535460) (← links)
• Fitting a parametric distribution for large claims in case of censored or partitioned data (Q689580) (← links)
• Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
• The mean residual life function at great age: Applications to tail estimation (Q1890865) (← links)
• On the usefulness of the logarithmic skew normal distribution for describing claims size data (Q2004090) (← links)
• Estimation of the Weibull tail-coefficient with linear combination of upper order statistics (Q2475773) (← links)
• Mixtures of tails in clustered automobile collision claims (Q2563878) (← links)
• Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
• A Hill Type Estimator of the Weibull Tail-Coefficient (Q3155256) (← links)
• Extreme value statistics and wind storm losses: A case study (Q4248562) (← links)
• Modelling of extremal events in insurance and finance (Q4289816) (← links)
• Estimating a tail of the mixture of log-normal and inverse Gaussian distribution (Q4576759) (← links)
• Estimating Extreme Quantiles of Weibull Tail Distributions (Q4681066) (← links)
• Extremal linear quantile regression with Weibull-type tails (Q5134480) (← links)
• Modeling Catastrophes and their Impact on Insurance Portfolios (Q5715933) (← links)
• Assessment of dependent risk using extreme value theory in a time-varying framework (Q5886714) (← links)
• Bi-objective reliability based optimization: an application to investment analysis (Q6491662) (← links)