Goodness-of-Fit Procedures for Compound Distributions with an Application to Insurance
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s42519-022-00276-6.pdf
Reference39 articles.
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2. Allison JS, Santana L, Smit N, Visagie IJH (2017) An ‘apples to apples’ comparison of various tests for exponentiality. Comput Stat. 32(4):1241–1283. https://doi.org/10.1007/s00180-017-0733-3
3. Beirlant J, Goegebeur Y, Segers J, Teugels J (2006) Statistics of extremes: theory and applications. Wiley
4. Besbeas P, Morgan BJT (2004) Efficient and robust estimation for the one-sided stable distribution of index 1/2. Stat Probab Lett 66(3):251–257. https://doi.org/10.1016/j.spl.2003.10.013
5. Charpentier A (2014) Computational actuarial science with R. CRC Press, Boca Raton
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