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