Pages that link to "Item:Q5168694"

The following pages link to Modeling with Weibull-Pareto Models (Q5168694):

Displaying 34 items.

• Matching tower information with piecewise Pareto (Q66265) (← links)
• On modeling left-truncated loss data using mixtures of distributions (Q124235) (← links)
• Compound unimodal distributions for insurance losses (Q1667415) (← links)
• Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) (← links)
• On generalized log-Moyal distribution: a new heavy tailed size distribution (Q1742726) (← links)
• The exponential T-X family of distributions: properties and an application to insurance data (Q2036067) (← links)
• Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution (Q2223881) (← links)
• Composite models with underlying folded distributions (Q2226306) (← links)
• Modeling loss data using composite models (Q2347105) (← links)
• Modeling loss data using mixtures of distributions (Q2520467) (← links)
• MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION (Q4562958) (← links)
• MODELLING INSURANCE DATA WITH THE PARETO ARCTAN DISTRIBUTION (Q4563752) (← links)
• Modeling claims data with composite Stoppa models (Q4575378) (← links)
• Bayesian estimators of the lognormal–Pareto composite distribution (Q4576910) (← links)
• Using Model Averaging to Determine Suitable Risk Measure Estimates (Q5027908) (← links)
• Risk measure estimation under two component mixture models with trimmed data (Q5036563) (← links)
• A family of density-hazard distributions for insurance losses (Q5042172) (← links)
• Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution (Q5078387) (← links)
• Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data (Q5083012) (← 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)
• A New Class of Severity Regression Models with an Application to IBNR Prediction (Q5165010) (← links)
• Extending composite loss models using a general framework of advanced computational tools (Q5193489) (← links)
• Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
• Portfolio Optimization under Solvency Constraints: A Dynamical Approach (Q5379126) (← links)
• Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (Q5379162) (← links)
• Modelling insurance losses using a new beta power transformed family of distributions (Q5867479) (← links)
• A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data (Q6573814) (← links)
• Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm (Q6573825) (← links)
• A class of claim distributions: Properties, characterizations and applications to insurance claim data (Q6587720) (← links)
• Two-sided distributions with applications in insurance loss modeling (Q6596728) (← links)
• Loss modeling with many-parameter distributions (Q6632355) (← links)
• A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data (Q6662598) (← links)