Risk measure estimation under two component mixture models with trimmed data
Several two component mixture models from the transformed gamma and transformed beta families are developed to assess risk performance. Their common statistical properties are given and applications to real insurance loss data are shown. A new data trimming approach for parameter estimation is propo...
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| 主要な著者: | , |
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| フォーマット: | 論文 |
| 出版事項: |
Taylor & Francis
2019
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| 主題: | |
| オンライン･アクセス: | http://eprints.um.edu.my/24293/ https://doi.org/10.1080/02664763.2018.1517146 |
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