Uncovering a generalised gamma distribution: from shape to interpretation

DOI10.1016/J.RINAM.2024.100461MaRDI QIDQ6568896zbMATH OpenFDO

Authors Matthias Wagener, A. Bekker, M. Arashi, Antonio Punzo

Publication date 8 July 2024

Published in Results in Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationinterpretabilityheavy-tailspositive databody shapeinsurance losses

Mathematics Subject Classification ID

Parametric inference (62Fxx) Survival analysis and censored data (62Nxx) Statistical distribution theory (62Exx)

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