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Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach - MaRDI portal

Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach (Q2447408)

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Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
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    Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach (English)
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    25 April 2014
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    mixture exponential distribution
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    extreme value theory
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    threshold model
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    mixture component testing
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    insurance claims modeling
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