A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data
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Cites work
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- Deep quantile and deep composite triplet regression
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- Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models
- Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
- Gamma-generalized inverse Gaussian class of distributions with applications
- Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models
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- Mixture Composite Regression Models with Multi-type Feature Selection
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- Modeling with Weibull-Pareto models
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
- MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION
- New composite models for the Danish fire insurance data
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- Severity modeling of extreme insurance claims for tariffication
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- Statistics of Extremes
- Summarizing insurance scores using a Gini index
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- The full tails gamma distribution applied to model extreme values
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