Pages that link to "Item:Q5430552"

The following pages link to Modeling actuarial data with a composite lognormal-Pareto model (Q5430552):

Displaying 50 items.

• Bayesian inference for extreme quantiles of heavy tailed distributions (Q274181) (← links)
• Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
• Beyond lognormal inequality: the Lorenz flow structure (Q1619806) (← 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)
• Heavy tailed modeling of automobile claim data from Ghana (Q2068638) (← links)
• Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397) (← links)
• Average is over (Q2148166) (← links)
• The arcsine exponentiated-\(X\) family: validation and insurance application (Q2185070) (← links)
• A new extended-\(X\) family of distributions: properties and applications (Q2196393) (← links)
• Mixture modeling of data with multiple partial right-censoring levels (Q2201324) (← links)
• Composite models with underlying folded distributions (Q2226306) (← links)
• Modelling extreme claims via composite models and threshold selection methods (Q2306111) (← links)
• The beta skew \(t\) distribution and its properties (Q2321843) (← links)
• Modeling loss data using composite models (Q2347105) (← links)
• Skew mixture models for loss distributions: a Bayesian approach (Q2447415) (← links)
• Modeling loss data using mixtures of distributions (Q2520467) (← links)
• The \(T-R \{Y\}\) power series family of probability distributions (Q2660666) (← links)
• Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models (Q2682986) (← links)
• Deep quantile and deep composite triplet regression (Q2685516) (← links)
• Folded and log-folded-<i>t</i>distributions as models for insurance loss data (Q2866278) (← links)
• Composite Lognormal–Pareto model with random threshold (Q2866284) (← links)
• The Weibull–Pareto Composite Family with Applications to the Analysis of Unimodal Failure Rate Data (Q3391836) (← links)
• MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION (Q4562958) (← links)
• Modeling claims data with composite Stoppa models (Q4575378) (← links)
• New composite models for the Danish fire insurance data (Q4576845) (← links)
• Bayesian estimators of the lognormal–Pareto composite distribution (Q4576910) (← links)
• Dirichlet process mixture models for insurance loss data (Q4583621) (← links)
• Fat-Tailed Regression Modeling with Spliced Distributions (Q4633996) (← links)
• Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model (Q5003358) (← links)
• Using Model Averaging to Determine Suitable Risk Measure Estimates (Q5027908) (← links)
• Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims (Q5029938) (← 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)
• Modelling Earthquakes: Characterizing Magnitudes and Inter-Arrival Times (Q5050403) (← links)
• (Q5069577) (← 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)
• Analyzing survival data with highly negatively skewed distribution: The Gompertz-sinh family (Q5123492) (← links)
• ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA (Q5152546) (← links)
• A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting (Q5155203) (← links)
• GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA (Q5157764) (← links)
• Modeling with Weibull-Pareto Models (Q5168694) (← links)
• Extending composite loss models using a general framework of advanced computational tools (Q5193489) (← links)
• A NEW MODEL FOR DATA WITH STRUCTURAL CHANGE AT THRESHOLD: COMPOSITE EXPONENTIAL-LOGNORMAL MODEL (Q5229466) (← links)
• Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
• Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (Q5379162) (← links)
• On composite lognormal-Pareto models (Q5430568) (← links)