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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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書目詳細資料
Main Authors:	Bakar, Shaiful Anuar Abu, Nadarajah, Saralees
格式:	Article
出版:	Taylor & Francis 2019
主題:	QA Mathematics
在線閱讀:	http://eprints.um.edu.my/24293/ https://doi.org/10.1080/02664763.2018.1517146
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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