The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes

DOI10.1080/00949655.2016.1164160MaRDI QIDQ5221546OpenAlexFDO

Authors Fatma F. Gündüz, Ali İ. Genç

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2016.1164160

zbMATH Keywords

maximum likelihood estimationrisk measuresregression modellingexponentiated Gumbel distributiongeneralized Fréchet distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

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Cited in

(3)

• Actuarial measures, regression, and applications of exponentiated Fréchet loss distribution
• Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data
• On generalized log-Moyal distribution: a new heavy tailed size distribution

Describes a project that uses

Uses Software

• Mathematica
• R
• LBFGS-B
• VaRES

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