Pages that link to "Item:Q3461413"
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The following pages link to The empirical Bayes estimation of risk parameters in Pareto claim distribution (Q3461413):
Displaying 5 items.
- The Bayes estimation of quantile premium in Pareto risk model (Q2984067) (← links)
- Bayesian estimation of TVaR measure under Pareto-Gamma models (Q2992289) (← links)
- Bayesian estimation for generalized geometric distribution with double-parameters and its application (Q3306599) (← links)
- The Bayesian estimation of risk parameters in zero-inflated Poisson model (Q3385860) (← links)
- On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation (Q5505908) (← links)