Pages that link to "Item:Q2444705"

The following pages link to A new class of models for heavy tailed distributions in finance and insurance risk (Q2444705):

Displaying 26 items.

• Bayesian inference for extreme quantiles of heavy tailed distributions (Q274181) (← links)
• Estimating extreme tail risk measures with generalized Pareto distribution (Q1659253) (← links)
• Compound unimodal distributions for insurance losses (Q1667415) (← links)
• On \(1/f\) noise (Q1955060) (← links)
• A class of mixture of experts models for general insurance: theoretical developments (Q2010898) (← links)
• A gamma kernel density estimation for insurance loss data (Q2015623) (← links)
• Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables (Q2072396) (← links)
• Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
• The beta skew \(t\) distribution and its properties (Q2321843) (← links)
• A Beran-inspired estimator for the Weibull-type tail coefficient (Q2322031) (← links)
• A pseudo-Pareto distribution and concomitants of its order statistics (Q2404179) (← links)
• Skew mixture models for loss distributions: a Bayesian approach (Q2447415) (← links)
• Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) (← links)
• Phase Type Distributions with Finite Support (Q2937476) (← links)
• Corrected Phase-Type Approximations of Heavy-Tailed Queueing Models in a Markovian Environment (Q2937477) (← links)
• Detection and estimation of structural change in heavy-tailed sequence (Q2980141) (← links)
• Risk measure estimation under two component mixture models with trimmed data (Q5036563) (← links)
• AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION (Q5119568) (← links)
• A New Class of Severity Regression Models with an Application to IBNR Prediction (Q5165010) (← links)
• Inhomogeneous phase-type distributions and heavy tails (Q5205942) (← links)
• Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (Q5379162) (← links)
• The Lomax regression model with residual analysis: an application to insurance data (Q5861191) (← links)
• Dichotomous unimodal compound models: application to the distribution of insurance losses (Q5861418) (← links)
• Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
• PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING (Q5866174) (← links)
• Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)