Estimating a tail of the mixture of log-normal and inverse Gaussian distribution (Q4576759)
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scientific article; zbMATH DE number 6900932
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| English | Estimating a tail of the mixture of log-normal and inverse Gaussian distribution |
scientific article; zbMATH DE number 6900932 |
Statements
Estimating a tail of the mixture of log-normal and inverse Gaussian distribution (English)
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10 July 2018
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loss distributions
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extreme value theory
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Gumbel distribution
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generalized Pareto distribution
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high excess layers
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0.7743091583251953
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0.7558766007423401
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0.7555113434791565
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0.7508059740066528
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0.749332070350647
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