Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
From MaRDI portal
Publication:1681087
DOI10.1016/j.insmatheco.2017.08.005zbMath1404.62115arXiv1608.01566OpenAlexW2476679522MaRDI QIDQ1681087
Jan Beirlant, Roel Verbelen, Tom Reynkens, Katrien Antonio
Publication date: 23 November 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.01566
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