Pages that link to "Item:Q4575378"
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The following pages link to Modeling claims data with composite Stoppa models (Q4575378):
Displaying 17 items.
- On modeling left-truncated loss data using mixtures of distributions (Q124235) (← links)
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) (← 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)
- Mixture modeling of data with multiple partial right-censoring levels (Q2201324) (← links)
- Composite models with underlying folded distributions (Q2226306) (← links)
- About canonical Kähler metrics on Mumford semistable projective bundles over a curve (Q2793764) (← links)
- Dirichlet process mixture models for insurance loss data (Q4583621) (← links)
- Using Model Averaging to Determine Suitable Risk Measure Estimates (Q5027908) (← links)
- A family of density-hazard distributions for insurance losses (Q5042172) (← links)
- From grouped to de-grouped data: a new approach in distribution fitting for grouped data (Q5107324) (← links)
- GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA (Q5157764) (← links)
- A New Class of Severity Regression Models with an Application to IBNR Prediction (Q5165010) (← links)
- Extending composite loss models using a general framework of advanced computational tools (Q5193489) (← links)
- A NEW MODEL FOR DATA WITH STRUCTURAL CHANGE AT THRESHOLD: COMPOSITE EXPONENTIAL-LOGNORMAL MODEL (Q5229466) (← links)
- Modelling insurance losses using a new beta power transformed family of distributions (Q5867479) (← links)
- On the composite Lognormal–Pareto distribution with uncertain threshold (Q5867481) (← links)