Pages that link to "Item:Q4576845"

The following pages link to New composite models for the Danish fire insurance data (Q4576845):

Displaying 30 items.

• Compound unimodal distributions for insurance losses (Q1667415) (← 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)
• Exact distribution of the sample median of a jump type distribution on a bounded domain (Q1756738) (← links)
• The exponential T-X family of distributions: properties and an application to insurance data (Q2036067) (← links)
• Heavy tailed modeling of automobile claim data from Ghana (Q2068638) (← links)
• A new extended-\(X\) family of distributions: properties and applications (Q2196393) (← links)
• Composite models with underlying folded distributions (Q2226306) (← links)
• Modeling loss data using composite models (Q2347105) (← links)
• Modeling loss data using mixtures of distributions (Q2520467) (← links)
• MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION (Q4562958) (← links)
• MODELLING INSURANCE DATA WITH THE PARETO ARCTAN DISTRIBUTION (Q4563752) (← links)
• Modeling claims data with composite Stoppa models (Q4575378) (← 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)
• Estimation of lifetime parameters of the modified extended exponential distribution with application to a mechanical model (Q5055187) (← 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)
• Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← 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)
• Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions (Q6549261) (← links)
• Methods for generating families of univariate continuous distributions in the recent decades (Q6562696) (← links)
• A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data (Q6573814) (← links)
• Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm (Q6573825) (← links)
• A class of claim distributions: Properties, characterizations and applications to insurance claim data (Q6587720) (← links)
• Two-sided distributions with applications in insurance loss modeling (Q6596728) (← links)
• A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data (Q6662598) (← links)