Pages that link to "Item:Q2447408"
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The following pages link to Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach (Q2447408):
Displayed 10 items.
- Large deviations for risk measures in finite mixture models (Q1641144) (← links)
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) (← links)
- Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (Q2065463) (← links)
- Severity modeling of extreme insurance claims for tariffication (Q2273978) (← links)
- The uncertain premium principle based on the distortion function (Q2513588) (← links)
- FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM (Q4563757) (← links)
- Estimating a tail of the mixture of log-normal and inverse Gaussian distribution (Q4576759) (← links)
- Extreme values identification in regression using a peaks-over-threshold approach (Q5130174) (← links)
- A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting (Q5155203) (← links)
- Soft splicing model: bridging the gap between composite model and finite mixture model (Q6121117) (← links)