文献
J-GLOBAL ID:201702283075993270
整理番号:17A2001062
スプライシングを用いたモデル化打ち切り損失:混合Erlangと極値分布を用いた大域的適合法【Powered by NICT】
Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions
著者 (6件):
Reynkens Tom
(LStat and LRisk, Department of Mathematics, KU Leuven, Celestijnenlaan 200B, 3001 Leuven, Belgium)
,
Verbelen Roel
(LStat and LRisk, Faculty of Economics and Business, KU Leuven, Naamsestraat 69, 3000 Leuven, Belgium)
,
Beirlant Jan
(LStat and LRisk, Department of Mathematics, KU Leuven, Celestijnenlaan 200B, 3001 Leuven, Belgium)
,
Beirlant Jan
(Department of Mathematical Statistics and Actuarial Science, University of the Free State, P.O. Box 339, Bloemfontein 9300, South Africa)
,
Antonio Katrien
(LStat and LRisk, Faculty of Economics and Business, KU Leuven, Naamsestraat 69, 3000 Leuven, Belgium)
,
Antonio Katrien
(Faculty of Economics and Business, University of Amsterdam, Roetersstraat 11, 1018 WB Amsterdam, The Netherlands)
資料名:
Insurance: Mathematics and Economics
(Insurance: Mathematics and Economics)
巻:
77
ページ:
65-77
発行年:
2017年
JST資料番号:
W2139A
ISSN:
0167-6687
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
オランダ (NLD)
言語:
英語 (EN)