Pages that link to "Item:Q998278"
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The following pages link to Fitting and validation of a bivariate model for large claims (Q998278):
Displaying 7 items.
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Fitting the Erlang mixture model to data via a GEM-CMM algorithm (Q1643834) (← links)
- Estimating failure probabilities (Q2348732) (← links)
- New composite models for the Danish fire insurance data (Q4576845) (← links)
- (Q4915365) (← links)
- Copula representation of bivariate<i>L</i>-moments: a new estimation method for multiparameter two-dimensional copula models (Q5263991) (← links)
- Statistical inference on a changing extreme value dependence structure (Q6183760) (← links)