Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions - Concepedia

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Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions

DOI Full Paper Access

61

Citations

42

References

2017

Year

Tom Reynkens, Roel Verbelen, Jan Beirlant, Katrien Antonio

Insurance Mathematics and Economics

EngineeringData ScienceMixed ErlangRisk ManagementCensored LossesBiostatisticsRisk AnalysisStatisticsGlobal Fit Strategy

References

	Year	Citations

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