Fitting a parametric distribution for large claims in case of censored or partitioned data (Q689580)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fitting a parametric distribution for large claims in case of censored or partitioned data |
scientific article; zbMATH DE number 445328
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fitting a parametric distribution for large claims in case of censored or partitioned data |
scientific article; zbMATH DE number 445328 |
Statements
Fitting a parametric distribution for large claims in case of censored or partitioned data (English)
0 references
19 January 1994
0 references
large claim distributions
0 references
censored data
0 references
extended Pareto distributions
0 references
extended Weibull distributions
0 references
complete convergence
0 references
Hill's estimator
0 references
heavy-tailed claim distributions
0 references
RBNS claims
0 references
empirical quantiles
0 references
parametric family of claim distributions
0 references
extreme value distributions
0 references
asymptotic normality
0 references
0.800792932510376
0 references
0.7828154563903809
0 references
0.7788146138191223
0 references
0.7785772681236267
0 references