Pages that link to "Item:Q1667415"
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The following pages link to Compound unimodal distributions for insurance losses (Q1667415):
Displaying 24 items.
- Hidden semi-Markov-switching quantile regression for time series (Q830112) (← links)
- Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions (Q1727862) (← links)
- On generalized log-Moyal distribution: a new heavy tailed size distribution (Q1742726) (← links)
- A new lifetime exponential-\(X\) family of distributions with applications to reliability data (Q2007039) (← links)
- The exponential T-X family of distributions: properties and an application to insurance data (Q2036067) (← links)
- Modeling the cryptocurrency return distribution via Laplace scale mixtures (Q2165655) (← links)
- Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model (Q2177677) (← links)
- The arcsine exponentiated-\(X\) family: validation and insurance application (Q2185070) (← links)
- Mixtures of multivariate contaminated normal regression models (Q2306894) (← links)
- Cluster Weighted Beta Regression: A Simulation Study (Q3296438) (← links)
- Using Model Averaging to Determine Suitable Risk Measure Estimates (Q5027908) (← links)
- Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions (Q5036367) (← links)
- A family of density-hazard distributions for insurance losses (Q5042172) (← links)
- From grouped to de-grouped data: a new approach in distribution fitting for grouped data (Q5107324) (← links)
- ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA (Q5152546) (← links)
- GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA (Q5157764) (← links)
- Extending composite loss models using a general framework of advanced computational tools (Q5193489) (← links)
- Dichotomous unimodal compound models: application to the distribution of insurance losses (Q5861418) (← links)
- A new family of heavy tailed distributions with an application to the heavy tailed insurance loss data (Q5867470) (← links)
- Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions (Q6549261) (← links)
- A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data (Q6573814) (← links)
- A class of claim distributions: Properties, characterizations and applications to insurance claim data (Q6587720) (← links)
- A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data (Q6662598) (← links)
- Alternative skew Laplace scale mixtures for modeling data exhibiting high-peaked and heavy-tailed traits (Q6670083) (← links)
