Regarding folded models and the paper by Brazauskas and Kleefeld (2011)

DOI10.1080/03461238.2012.732956zbMath1392.62313OpenAlexW1977568563MaRDI QIDQ4576851

David P. M. Scollnik

Publication date: 11 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2012.732956

Mathematics Subject Classification ID

Related Items (8)

A folded Laplace distribution ⋮ Characterizations of folded Student's \(t\) distribution ⋮ Background risk models and stepwise portfolio construction ⋮ MODELLING INSURANCE DATA WITH THE PARETO ARCTAN DISTRIBUTION ⋮ Odd Pareto families of distributions for modeling loss payment data ⋮ Dirichlet process mixture models for insurance loss data ⋮ Computing and Estimating Distortion Risk Measures: How to Handle Analytically Intractable Cases? ⋮ Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims

Cites Work

• Unnamed Item
• Folded and log-folded-tdistributions as models for insurance loss data
• Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data

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