Pages that link to "Item:Q4661689"

The following pages link to Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data (Q4661689):

Displaying 31 items.

• On the generalized cumulative residual entropy with applications in actuarial science (Q313600) (← links)
• Goodness-of-fit tests for the Pareto distribution based on its characterization (Q333530) (← links)
• On the favorable estimation for fitting heavy tailed data (Q650699) (← links)
• Estimating conditional tail expectation with actuarial applications in view (Q947261) (← links)
• Robust fitting of claim severity distributions and the method of trimmed moments (Q1011542) (← links)
• An approximate formula for a partial sum of the divergent \(p\)-series (Q1021811) (← links)
• On the usefulness of the logarithmic skew normal distribution for describing claims size data (Q2004090) (← links)
• Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization (Q2135866) (← links)
• Restricted minimum volume confidence region for Pareto distribution (Q2208410) (← links)
• Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
• Parameter estimation of the Pareto distribution using a pivotal quantity (Q2398413) (← links)
• Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
• Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
• Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models (Q2682986) (← links)
• Bayesian inference for the offered optical network unit load (Q2815974) (← links)
• MODELLING INSURANCE DATA WITH THE PARETO ARCTAN DISTRIBUTION (Q4563752) (← links)
• BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
• Regarding folded models and the paper by Brazauskas and Kleefeld (2011) (Q4576851) (← links)
• Authors’ Reply to ‘Letter to the Editor regarding folded models and the paper by Brazauskas and Kleefeld (2011)’ (Q4576878) (← links)
• Gamma-Generalized Inverse Gaussian Class of Distributions with Applications (Q4921649) (← links)
• Interval Estimation of Actuarial Risk Measures (Q5018749) (← links)
• Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed (Q5019753) (← links)
• Efficient empirical Bayes estimates for risk parameters of Pareto distributions (Q5079891) (← links)
• (Q5093150) (← links)
• (Q5094788) (← links)
• From grouped to de-grouped data: a new approach in distribution fitting for grouped data (Q5107324) (← links)
• (Q5207200) (← links)
• Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (Q5379162) (← links)
• ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS (Q5745195) (← links)
• EM algorithm for mixture of skew-normal distributions fitted to grouped data (Q5861577) (← links)
• Testing for the Pareto type I distribution: a comparative study (Q6078583) (← links)