Pages that link to "Item:Q1282142"
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The following pages link to Burr regression and portfolio segmentation (Q1282142):
Displayed 17 items.
- Bayesian inference for double Pareto lognormal queues (Q614174) (← links)
- Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling (Q782645) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
- Heavy-tailed longitudinal data modeling using copulas (Q998301) (← links)
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance (Q1633244) (← links)
- On generalized log-Moyal distribution: a new heavy tailed size distribution (Q1742726) (← links)
- Modelling losses using an exponential-inverse Gaussian distribution (Q1888893) (← links)
- Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
- On the unit Burr-XII distribution with the quantile regression modeling and applications (Q2027725) (← links)
- A new R package for actuarial survival models (Q2259213) (← links)
- Severity modeling of extreme insurance claims for tariffication (Q2273978) (← links)
- Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model (Q2427835) (← links)
- A bivariate model of claim frequencies and severities (Q3592629) (← links)
- “Toward a Unified Approach to Fitting Loss Models”, Stuart Klugman and Jacques Rioux, January 2006 (Q5018727) (← links)
- GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA (Q5157764) (← links)
- The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes (Q5221546) (← links)