A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data
Zhengxiao Li, Fei Wang, Zhengtang Zhao
| Year of publication: |
2024
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|---|---|
| Authors: | Li, Zhengxiao ; Wang, Fei ; Zhao, Zhengtang |
| Subject: | Composite GBII distribution | Danish fire loss data | Medical insurance claim data | Policyholder heterogeneity | Regression modeling | Varying threshold | Regressionsanalyse | Regression analysis | Dänemark | Denmark | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015066913