A new look at the inverse Gaussian distribution with applications to insurance and economic data
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Publication:5036583
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- scientific article; zbMATH DE number 4192865
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- Inference on order restricted means of inverse Gaussian populations under heteroscedasticity
- A class of claim distributions: Properties, characterizations and applications to insurance claim data
- Comparison of correlated frailty models
- Modelling losses using an exponential-inverse Gaussian distribution
- Outlier detection in multivariate functional data through a contaminated mixture model
- A family of density-hazard distributions for insurance losses
- Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model
- Parameter estimation for power function-lognormal composite distribution
- The arcsine exponentiated-\(X\) family: validation and insurance application
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- Extending finite mixtures of \(t\) linear mixed-effects models with concomitant covariates
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- The exponential T-X family of distributions: properties and an application to insurance data
- Modeling the cryptocurrency return distribution via Laplace scale mixtures
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- On the contaminated exponential distribution: a theoretical Bayesian approach for modeling positive-valued insurance claim data with outliers
- Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions
- Alternative skew Laplace scale mixtures for modeling data exhibiting high-peaked and heavy-tailed traits
- Alternative classification rules for two inverse gaussian populations with a common mean and order restricted scale-like parameters
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