Pages that link to "Item:Q5168694"
From MaRDI portal
The following pages link to Modeling with Weibull-Pareto Models (Q5168694):
Displayed 34 items.
- Matching tower information with piecewise Pareto (Q66265) (← links)
- On modeling left-truncated loss data using mixtures of distributions (Q124235) (← links)
- 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)
- The exponential T-X family of distributions: properties and an application to insurance data (Q2036067) (← links)
- Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution (Q2223881) (← 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)
- Bayesian estimators of the lognormal–Pareto composite distribution (Q4576910) (← 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)
- A family of density-hazard distributions for insurance losses (Q5042172) (← links)
- Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution (Q5078387) (← 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)
- ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA (Q5152546) (← 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)
- Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
- Portfolio Optimization under Solvency Constraints: A Dynamical Approach (Q5379126) (← links)
- Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (Q5379162) (← links)
- Modelling insurance losses using a new beta power transformed family of distributions (Q5867479) (← links)
- Finite-sample performance of the <i>T</i>- and <i>W</i>-estimators for the Pareto tail index under data truncation and censoring (Q6074391) (← links)
- Sequential Monte Carlo samplers to fit and compare insurance loss models (Q6096074) (← links)
- Parameter estimation for power function-lognormal composite distribution (Q6106244) (← links)
- Mixture Composite Regression Models with Multi-type Feature Selection (Q6110498) (← links)
- Soft splicing model: bridging the gap between composite model and finite mixture model (Q6121117) (← links)
- Computing and Estimating Distortion Risk Measures: How to Handle Analytically Intractable Cases? (Q6192612) (← links)