A bivariate extension of three-parameter generalized crack distribution for loss severity modelling

DOI10.1007/s42952-021-00144-2OpenAlexW3194417212MaRDI QIDQ2151588

Yang Ho Choi, Taehan Bae

Publication date: 5 July 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-021-00144-2

zbMATH Keywords

measures of associationBirnbaum-Saunders distributioncatastrophic lossgeneralized crack distributionbivariate value-at-risk

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Type-II generalized crack distribution with application to heavy-tailed data modeling

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