Pages that link to "Item:Q2347105"

The following pages link to Modeling loss data using composite models (Q2347105):

Displaying 33 items.

• On modeling left-truncated loss data using mixtures of distributions (Q124235) (← links)
• Compound unimodal distributions for insurance losses (Q1667415) (← links)
• Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) (← links)
• On generalized log-Moyal distribution: a new heavy tailed size distribution (Q1742726) (← links)
• A new lifetime exponential-\(X\) family of distributions with applications to reliability data (Q2007039) (← links)
• The exponential T-X family of distributions: properties and an application to insurance data (Q2036067) (← links)
• Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397) (← links)
• A new class of copula regression models for modelling multivariate heavy-tailed data (Q2138631) (← links)
• Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model (Q2177677) (← links)
• The arcsine exponentiated-\(X\) family: validation and insurance application (Q2185070) (← links)
• A new extended-\(X\) family of distributions: properties and applications (Q2196393) (← links)
• Mixture modeling of data with multiple partial right-censoring levels (Q2201324) (← links)
• Composite models with underlying folded distributions (Q2226306) (← links)
• Modeling loss data using mixtures of distributions (Q2520467) (← links)
• Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models (Q2682986) (← links)
• Odd Pareto families of distributions for modeling loss payment data (Q4583600) (← links)
• Dirichlet process mixture models for insurance loss data (Q4583621) (← links)
• Using Model Averaging to Determine Suitable Risk Measure Estimates (Q5027908) (← links)
• Risk measure estimation under two component mixture models with trimmed data (Q5036563) (← links)
• A family of density-hazard distributions for insurance losses (Q5042172) (← links)
• NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES (Q5045342) (← links)
• Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data (Q5083012) (← links)
• From grouped to de-grouped data: a new approach in distribution fitting for grouped data (Q5107324) (← links)
• ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA (Q5152546) (← links)
• GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA (Q5157764) (← links)
• A New Class of Severity Regression Models with an Application to IBNR Prediction (Q5165010) (← links)
• Extending composite loss models using a general framework of advanced computational tools (Q5193489) (← links)
• A NEW MODEL FOR DATA WITH STRUCTURAL CHANGE AT THRESHOLD: COMPOSITE EXPONENTIAL-LOGNORMAL MODEL (Q5229466) (← links)
• Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
• Focussed selection of the claim severity distribution (Q5743534) (← links)
• Dichotomous unimodal compound models: application to the distribution of insurance losses (Q5861418) (← links)
• Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures (Q5867490) (← links)
• POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)