Estimating a tail of the mixture of log-normal and inverse Gaussian distribution
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Publication:4576759
DOI10.1080/03461238.2013.775665zbMath1398.62309OpenAlexW2064702634MaRDI QIDQ4576759
Jelena Kočović, Vesna Ćojbašić Rajić, Milan Jovanović
Publication date: 10 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2013.775665
extreme value theoryGumbel distributiongeneralized Pareto distributionloss distributionshigh excess layers
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