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

DOI10.1080/00949655.2016.1164160OpenAlexW2334487720MaRDI QIDQ5221546FDOQ5221546

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)

• On generalized log-Moyal distribution: a new heavy tailed size distribution
• Actuarial measures, regression, and applications of exponentiated Fréchet loss distribution
• GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA

Uses Software

• Mathematica
• R
• LBFGS-B
• VaRES

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