Pages that link to "Item:Q2447408"

The following pages link to Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach (Q2447408):

Displayed 9 items.

• Large deviations for risk measures in finite mixture models (Q1641144) ‎ (← links)
• Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) ‎ (← links)
• Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (Q2065463) ‎ (← links)
• Severity modeling of extreme insurance claims for tariffication (Q2273978) ‎ (← links)
• The uncertain premium principle based on the distortion function (Q2513588) ‎ (← links)
• FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM (Q4563757) ‎ (← links)
• Estimating a tail of the mixture of log-normal and inverse Gaussian distribution (Q4576759) ‎ (← links)
• Extreme values identification in regression using a peaks-over-threshold approach (Q5130174) ‎ (← links)
• A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting (Q5155203) ‎ (← links)