Pages that link to "Item:Q5193489"
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The following pages link to Extending composite loss models using a general framework of advanced computational tools (Q5193489):
Displayed 20 items.
- Univariate and bivariate compound models based on random sum of variates with application to the insurance losses data (Q2081729) (← links)
- A new class of copula regression models for modelling multivariate heavy-tailed data (Q2138631) (← links)
- Composite models with underlying folded distributions (Q2226306) (← links)
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models (Q2682986) (← links)
- Deep quantile and deep composite triplet regression (Q2685516) (← links)
- Analysis of skewed data by using compound Poisson exponential distribution with applications to insurance claims (Q3390597) (← links)
- Using Model Averaging to Determine Suitable Risk Measure Estimates (Q5027908) (← links)
- Estimation of lifetime parameters of the modified extended exponential distribution with application to a mechanical model (Q5055187) (← 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)
- PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING (Q5866174) (← links)
- Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures (Q5867490) (← 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)
- Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model (Q6078226) (← links)
- Sequential Monte Carlo samplers to fit and compare insurance loss models (Q6096074) (← 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)
- Phase-type mixture-of-experts regression for loss severities (Q6156007) (← links)
- The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures (Q6192614) (← links)