Composite LognormalPareto model with random threshold
| Year of publication: |
2011
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|---|---|
| Authors: | Pigeon, Mathieu ; Denuit, Michel |
| Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - Vol. 2011.2011, 3 (1.9.), p. 177-193
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