Pages that link to "Item:Q5029075"
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The following pages link to Robust and Efficient Fitting of Loss Models (Q5029075):
Displaying 13 items.
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (Q659164) (← links)
- Loss prediction based on run-off triangles (Q1633246) (← links)
- Loss robustness via Fisher-weighted squared-error loss function (Q1902620) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models (Q2682986) (← links)
- (Q3194216) (← links)
- (Q4234738) (← links)
- BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
- Robust bootstrap procedures for the chain-ladder method (Q4577209) (← links)
- Dirichlet process mixture models for insurance loss data (Q4583621) (← links)
- “Toward a Unified Approach to Fitting Loss Models”, Stuart Klugman and Jacques Rioux, January 2006 (Q5018727) (← links)
- Regression Neural Networks with a Highly Robust Loss Function (Q5141227) (← links)
