A novel XGamma extension: applications and actuarial risk analysis under the reinsurance data
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Publication:6566507
DOI10.1007/s40863-023-00373-9MaRDI QIDQ6566507
Vahid Ranjbar, Mahmoud Afshari, Morad Alizadeh, Haitham M. Yousof, Faton Merovci
Publication date: 3 July 2024
Published in: São Paulo Journal of Mathematical Sciences (Search for Journal in Brave)
value-at-riskrisk exposurerisk indicatorsmaximum product spacingCullen-Frey plotmean excess loss functionXGamma model
Nonparametric estimation (62G05) Applications of statistics in engineering and industry; control charts (62P30) Reliability and life testing (62N05)
Cites Work
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