The following pages link to (Q3049653):
Displaying 38 items.
- A mixture model of size-biased distributions (Q300516) (← links)
- Background risk models and stepwise portfolio construction (Q340127) (← links)
- Compound weighted Poisson distributions (Q353337) (← links)
- Characterization properties of the log-normal distribution obtained with the help of divergence measures (Q451170) (← links)
- Length biased weighted residual inaccuracy measure (Q475371) (← links)
- Characterizations based on length-biased weighted measure of inaccuracy for truncated random variables. (Q489247) (← links)
- On the distribution theory of over-dispersion (Q499751) (← links)
- Model misspecification effects for biased samples (Q513971) (← links)
- The gamma distribution and weighted multimodal gamma distributions as models of population abundance (Q792260) (← links)
- The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions (Q908615) (← links)
- Weighted premium calculation principles (Q939390) (← links)
- A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications (Q950486) (← links)
- Characterizations using weighted distributions (Q1408733) (← links)
- Preservation of failure rate function shape in weighted distributions (Q1622015) (← links)
- Kullback-Leibler divergence measure based tests concerning the biasness in a sample (Q1731228) (← links)
- A presmooth estimator of unbiased distributions with length-biased data (Q2179017) (← links)
- The length-biased weighted Lindley distribution with applications (Q2207034) (← links)
- Characterization properties based on the Fisher information for weighted distributions (Q2444376) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- The length-biased weighted exponentiated inverted Weibull distribution (Q4966856) (← links)
- Hypothesis testing for the population mean and variance based on <i>r</i>-size biased samples (Q5023865) (← links)
- Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027911) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- Bayesian nonparametric estimation of bandwidth using mixtures of kernel estimators for length-biased data (Q5036856) (← links)
- Tail Moments of Compound Distributions (Q5043474) (← links)
- EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES (Q5045343) (← links)
- Weighted Type II Bivariate Pólya-Aeppli Distributions (Q5050409) (← links)
- Kernel estimation of entropy function under length-biased sampling (Q5057344) (← links)
- Relationship between the weighted distributions and some inequality measures (Q5076970) (← links)
- Statistical inference for the size-biased Weibull distribution (Q5218864) (← links)
- A new generalized Lindley distribution (Q5220932) (← links)
- Robust inference under r-size-biased sampling without replacement from finite population (Q5861449) (← links)
- Weighted circular distributions (Q6049296) (← links)
- On exact distribution for multivariate weighted distributions and classification (Q6164872) (← links)
- A comparison of likelihood-based methods for size-biased sampling (Q6195521) (← links)
