Pages that link to "Item:Q2447415"

The following pages link to Skew mixture models for loss distributions: a Bayesian approach (Q2447415):

Displaying 18 items.

• Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
• Extremal properties of the skew-\(t\) distribution (Q273767) (← links)
• Bayesian inference for extreme quantiles of heavy tailed distributions (Q274181) (← links)
• Risk measures for skew normal mixtures (Q383836) (← links)
• A note on the fourth cumulant of a finite mixture distribution (Q391952) (← links)
• Self-consistency and a generalized principal subspace theorem (Q476214) (← links)
• Hidden semi-Markov-switching quantile regression for time series (Q830112) (← links)
• Large deviations for risk measures in finite mixture models (Q1641144) (← links)
• Compound unimodal distributions for insurance losses (Q1667415) (← links)
• Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
• On generalized log-Moyal distribution: a new heavy tailed size distribution (Q1742726) (← links)
• The exponential T-X family of distributions: properties and an application to insurance data (Q2036067) (← links)
• The arcsine exponentiated-\(X\) family: validation and insurance application (Q2185070) (← links)
• Modeling loss data using composite models (Q2347105) (← links)
• Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
• A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures (Q2665869) (← links)
• Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
• GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA (Q5157764) (← links)