Financial data analysis with two symmetric distributions

The normal inverted gamma mixture or generalized Student t and the symmetric double Weibull, as well as their logarithmic counterparts, are proposed for modeling some loss distributions in non-life insurance and daily index return distributions in financial markets...

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Year of publication:	2001-05-01
Authors:	Hürlimann, Werner
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN Bulletin ; Vol.31 - No.1 - 2001, 187-211
Subject:	Schadensanalyse \| Claim size data

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Extent:	214016 bytes 26 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847102