Pages that link to "Item:Q2866284"

The following pages link to Composite Lognormal–Pareto model with random threshold (Q2866284):

Displaying 34 items.

• On modeling left-truncated loss data using mixtures of distributions (Q124235) (← links)
• Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape (Q743163) (← links)
• Beyond lognormal inequality: the Lorenz flow structure (Q1619806) (← links)
• Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) (← links)
• Heavy tailed modeling of automobile claim data from Ghana (Q2068638) (← links)
• Average is over (Q2148166) (← links)
• Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (Q2198600) (← links)
• Mixture modeling of data with multiple partial right-censoring levels (Q2201324) (← links)
• Composite models with underlying folded distributions (Q2226306) (← links)
• Modelling extreme claims via composite models and threshold selection methods (Q2306111) (← links)
• Residual and past entropy in actuarial science and survival models (Q2445491) (← links)
• Modeling loss data using mixtures of distributions (Q2520467) (← links)
• Deep quantile and deep composite triplet regression (Q2685516) (← links)
• FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM (Q4563757) (← links)
• Modeling claims data with composite Stoppa models (Q4575378) (← links)
• Estimating a tail of the mixture of log-normal and inverse Gaussian distribution (Q4576759) (← links)
• Bayesian estimators of the lognormal–Pareto composite distribution (Q4576910) (← links)
• Dirichlet process mixture models for insurance loss data (Q4583621) (← links)
• Fat-Tailed Regression Modeling with Spliced Distributions (Q4633996) (← links)
• Using Model Averaging to Determine Suitable Risk Measure Estimates (Q5027908) (← links)
• Risk measure estimation under two component mixture models with trimmed data (Q5036563) (← links)
• Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data (Q5083012) (← links)
• From grouped to de-grouped data: a new approach in distribution fitting for grouped data (Q5107324) (← links)
• A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting (Q5155203) (← links)
• A New Class of Severity Regression Models with an Application to IBNR Prediction (Q5165010) (← links)
• Modeling with Weibull-Pareto Models (Q5168694) (← links)
• Extending composite loss models using a general framework of advanced computational tools (Q5193489) (← links)
• Inhomogeneous phase-type distributions and heavy tails (Q5205942) (← links)
• Dichotomous unimodal compound models: application to the distribution of insurance losses (Q5861418) (← links)
• On the composite Lognormal–Pareto distribution with uncertain threshold (Q5867481) (← links)
• Methods for generating families of univariate continuous distributions in the recent decades (Q6562696) (← links)
• Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm (Q6573825) (← links)
• A new threshold INAR(1) model based on modified negative binomial operator with random coefficient (Q6586539) (← links)
• A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data (Q6662598) (← links)