Pages that link to "Item:Q5379162"

The following pages link to Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (Q5379162):

Displaying 17 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)
• 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)
• Empirical priors and posterior concentration rates for a monotone density (Q2300097) (← links)
• Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
• A nonparametric sequential learning procedure for estimating the pure premium (Q2677928) (← links)
• Odd Pareto families of distributions for modeling loss payment data (Q4583600) (← links)
• Dirichlet process mixture models for insurance loss data (Q4583621) (← links)
• Valid Model-Free Prediction of Future Insurance Claims (Q5027903) (← links)
• Using Model Averaging to Determine Suitable Risk Measure Estimates (Q5027908) (← links)
• A family of density-hazard distributions for insurance losses (Q5042172) (← links)
• ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA (Q5152546) (← links)
• TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS (Q5152547) (← links)
• Extending composite loss models using a general framework of advanced computational tools (Q5193489) (← links)
• Gibbs posterior inference on value-at-risk (Q5228142) (← links)
• Focussed selection of the claim severity distribution (Q5743534) (← links)