The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes
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Publication:5221546
DOI10.1080/00949655.2016.1164160OpenAlexW2334487720MaRDI QIDQ5221546
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2016.1164160
maximum likelihood estimationrisk measuresregression modellingexponentiated Gumbel distributiongeneralized Fréchet distribution
Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (3)
Actuarial measures, regression, and applications of exponentiated Fréchet loss distribution ⋮ On generalized log-Moyal distribution: a new heavy tailed size distribution ⋮ GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA
Uses Software
Cites Work
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