Pages that link to "Item:Q2866278"

The following pages link to Folded and log-folded-<i>t</i>distributions as models for insurance loss data (Q2866278):

Displaying 23 items.

• A folded Laplace distribution (Q268368) (← links)
• Characterizations of folded Student's \(t\) distribution (Q268383) (← links)
• Background risk models and stepwise portfolio construction (Q340127) (← links)
• On generalized log-Moyal distribution: a new heavy tailed size distribution (Q1742726) (← links)
• The arcsine exponentiated-\(X\) family: validation and insurance application (Q2185070) (← links)
• Composite models with underlying folded distributions (Q2226306) (← links)
• A nonparametric sequential learning procedure for estimating the pure premium (Q2677928) (← links)
• New Folded Models for the Log-Transformed Norwegian Fire Claim Data (Q2796943) (← links)
• MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION (Q4562958) (← links)
• MODELLING INSURANCE DATA WITH THE PARETO ARCTAN DISTRIBUTION (Q4563752) (← links)
• Regarding folded models and the paper by Brazauskas and Kleefeld (2011) (Q4576851) (← links)
• Authors’ Reply to ‘Letter to the Editor regarding folded models and the paper by Brazauskas and Kleefeld (2011)’ (Q4576878) (← links)
• Odd Pareto families of distributions for modeling loss payment data (Q4583600) (← links)
• Dirichlet process mixture models for insurance loss data (Q4583621) (← links)
• A statistical application of the quantile mechanics approach: MTM estimators for the parameters of <i>t</i> and gamma distributions (Q4911098) (← links)
• A family of density-hazard distributions for insurance losses (Q5042172) (← links)
• Estimation of lifetime parameters of the modified extended exponential distribution with application to a mechanical model (Q5055187) (← links)
• GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA (Q5157764) (← links)
• Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (Q5379162) (← links)
• ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS (Q5745195) (← links)
• Dichotomous unimodal compound models: application to the distribution of insurance losses (Q5861418) (← links)
• Asymptotic maxima of folded distributions with application to the multivariate extreme theory (Q6489276) (← links)
• A class of claim distributions: Properties, characterizations and applications to insurance claim data (Q6587720) (← links)