Risk measure estimation under two component mixture models with trimmed data
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Publication:5036563
DOI10.1080/02664763.2018.1517146MaRDI QIDQ5036563
Saralees Nadarajah, S. A. abu Bakar
Publication date: 23 February 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/risk-measure-estimation-under-two-component-mixture-models-with-trimmed-data(0c2e6652-9416-4c9b-8dd2-5c61f4e49e71).html
mixture models; heavy tailed distributions; Danish fire loss data; transformed gamma and transformed beta families
62Pxx: Applications of statistics
Uses Software
Cites Work