Pages that link to "Item:Q5193489"

The following pages link to Extending composite loss models using a general framework of advanced computational tools (Q5193489):

Displaying 15 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)
• 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)