A novel claim size distribution based on a Birnbaum–Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications-Reference-Cited by-同舟云学术

A novel claim size distribution based on a Birnbaum–Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications

Published:2022-05-11 Issue:4 Volume:41 Page:
ISSN:2238-3603
Container-title:Computational and Applied Mathematics
language:en
Short-container-title:Comp. Appl. Math.

Author:

Gómez–Déniz Emilio^ORCID,Leiva Víctor^ORCID,Calderín–Ojeda Enrique^ORCID,Chesneau Christophe^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics

Link

https://link.springer.com/content/pdf/10.1007/s40314-022-01875-6.pdf

Reference40 articles.

1. Albrecher H, Beirlant J, Eugels J (2017) Reinsurance: actuarial and statistical aspects. Wiley, New York

2. Arnold B (1983) Pareto distributions. International Cooperative Publishing House, Silver Spring

3. Aykroyd RG, Leiva V, Marchant C (2018) Multivariate Birnbaum–Saunders distributions: modelling and applications. Risks 6:21

4. Azevedo C, Leiva V, Athayde E, Balakrishnan N (2012) Shape and change point analyses of the Birnbaum–Saunders-t hazard rate and associated estimation. Comput Stat Data Anal 56:3887–3897

5. Beirlant J, Teugels J, Vynckier P (1996) Practical analysis of extreme values. Leuven University Press, Leuve

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