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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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書誌詳細
主要な著者:	Bakar, Shaiful Anuar Abu, Nadarajah, Saralees
フォーマット:	論文
出版事項:	Taylor & Francis 2019
主題:	QA Mathematics
オンライン･アクセス:	http://eprints.um.edu.my/24293/ https://doi.org/10.1080/02664763.2018.1517146
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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