Pages that link to "Item:Q5715917"
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The following pages link to Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database (Q5715917):
Displaying 21 items.
- Tsallis distribution as a standard maximum entropy solution with `tail' constraint (Q641349) (← links)
- Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (Q659164) (← links)
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape (Q743163) (← links)
- Fitting and validation of a bivariate model for large claims (Q998278) (← links)
- On some entropy functionals derived from Rényi information divergence (Q1031673) (← links)
- Maximum Tsallis entropy with generalized Gini and Gini mean difference indices constraints (Q1620480) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Generalized Pareto distribution fit to medical insurance claims data (Q2369367) (← links)
- Non-life rate-making with Bayesian GAMs (Q2485533) (← links)
- On a strategy to develop robust and simple tariffs from motor vehicle insurance data (Q2508010) (← links)
- Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution (Q2811451) (← links)
- Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
- Multivariate Pareto portfolios: TCE-based capital allocation and divided differences (Q3608226) (← links)
- EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION (Q4563784) (← links)
- A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
- Modeling claims data with composite Stoppa models (Q4575378) (← links)
- Fourier-analytic measures for heavy-tailed insurance losses (Q4576913) (← links)
- Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model (Q5003358) (← links)
- Modeling Insurance Claims with Extreme Observations: Transformed Kernel Density and Generalized Lambda Distribution (Q5022532) (← links)
- A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution (Q5085611) (← links)
- Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death (Q5379234) (← links)
