Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions
Autor: | Reynkens, Tom, Verbelen, Roel, Beirlant, Jan, Antonio, Katrien |
---|---|
Zdroj: | In Insurance Mathematics and Economics November 2017 77:65-77 |
Databáze: | ScienceDirect |
Externí odkaz: |