Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
Author:
Affiliation:
1. Department of Economics and Management, University of Trento, Trento, Italy
2. Department of Finance, HEC Liège, University of Liège, Liege, Belgium
3. Department of Statistical Sciences ‘P. Fortunati’, University of Bologna, Bologna, Italy
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2020.1849778
Reference29 articles.
1. A simple approach to the estimation of Tukey's gh distribution
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