scientific article; zbMATH DE number 3644314

Cited in

(37)

Relationship between the weighted distributions and some inequality measures
Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type
Kullback-Leibler divergence measure based tests concerning the biasness in a sample
Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020
Characterization properties based on the Fisher information for weighted distributions
On exact distribution for multivariate weighted distributions and classification
Preservation of failure rate function shape in weighted distributions
Characterizations using weighted distributions
A mixture model of size-biased distributions
Weighted circular distributions
Kernel estimation of entropy function under length-biased sampling
Weighted Type II Bivariate Pólya-Aeppli Distributions
The length-biased weighted Lindley distribution with applications
Characterization properties of the log-normal distribution obtained with the help of divergence measures
The gamma distribution and weighted multimodal gamma distributions as models of population abundance
Tail Moments of Compound Distributions
A comparison of likelihood-based methods for size-biased sampling
Weighted Pricing Functionals With Applications to Insurance
Length biased weighted residual inaccuracy measure
Statistical inference for the size-biased Weibull distribution
Bayesian nonparametric estimation of bandwidth using mixtures of kernel estimators for length-biased data
Background risk models and stepwise portfolio construction
Weighted premium calculation principles
Hypothesis testing for the population mean and variance based on \(r\)-size biased samples
A new generalized Lindley distribution
The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions
Compound weighted Poisson distributions
Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation
EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES
A presmooth estimator of unbiased distributions with length-biased data
On some properties of a class of multivariate Erlang mixtures with insurance applications
The length-biased weighted exponentiated inverted Weibull distribution
On the distribution theory of over-dispersion
A reconciliation of the top-down and bottom-up approaches to risk capital allocations: proportional allocations revisited
A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications
Model misspecification effects for biased samples
Robust inference under r-size-biased sampling without replacement from finite population

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