Search Results - subject:"Burr distribution"

Loss modeling with many-parameter distributions

Bølviken, Erik; Hobæk Haff, Ingrid - In: Scandinavian actuarial journal 2024 (2024) 8, pp. 763-780

Persistent link: https://www.econbiz.de/10015185058

Wealth distribution across countries : quality of Weibull, Dagum and Burr xii in estimating wealth over time

Jacobi, Arie; Tzur, Joseph - In: Finance research letters 43 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10014633490

Wealth distribution and probability of bank failure across countries

Jacobi, Arie; Tzur, Joseph - In: Journal of international financial markets, … 71 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012800642

The dynamic location/scale model : with applications to intra-day financial data

Andrès, Philippe; Harvey, Andrew C. - 2012

Persistent link: https://www.econbiz.de/10009667180

The Dyanamic Location/Scale Model: with applications to intra-day financial data

Andres, P.; Harvey, A. - Faculty of Economics, University of Cambridge - 2012

In dynamic conditional score models, the innovation term of the dynamic specification is the score of the conditional distribution. These models are investigated for non-negative variables, using distributions from the generalized beta and generalized gamma families. The log-normal distribution...

Persistent link: https://www.econbiz.de/10010699826

Self-selecting priority queues with Burr distributed waiting costs

Gavirneni, Srinagesh; Kulkarni, Vidyadhar G. - In: Production and operations management : an international … 25 (2016) 6, pp. 979-992

Persistent link: https://www.econbiz.de/10011507676

Recurrence relations for higher moments of order statistics from doubly truncated Burr distribution

Pushkarna, Narinder; Saran, Jagish; Tiwari, Rashmi - In: Statistica 73 (2013) 2, pp. 253-265

for any sample size from doubly truncated Burr distribution in a simple recursive manner, thus generalizing the earlier …In this paper, we have obtained recurrence relations for higher moments of order statistics from doubly truncated Burr … distribution, which enable one to obtain all the single, double (product) and higher moments of any order of all order statistics …

Persistent link: https://www.econbiz.de/10010903747

Bayesian modelling of the time delay between diagnosis and settlement for Critical Illness Insurance using a Burr generalised-linear-type model

Ozkok, Erengul; Streftaris, George; Waters, Howard R.; … - In: Insurance: Mathematics and Economics 50 (2012) 2, pp. 266-279

Insurance using a Burr distribution. The data are supplied by the UK Continuous Mortality Investigation and relate to claims …

Persistent link: https://www.econbiz.de/10010576727

A Monte Carlo Investigation of Some Tests for Stochastic Dominance

Tse, Y.K.; Zhang, Xibin - Department of Econometrics and Business Statistics, … - 2003

This paper compares the performance of several tests for stochastic dominance up to order three using Monte Carlo methods. The tests considered are the Davidson and Duclos (2000) test, the Anderson test (1996) and the Kaur, Rao and Singh (1994) test. Only unpaired samples of independent...

Persistent link: https://www.econbiz.de/10005581107

Quality of wind speed fitting distributions for the urban area of Palermo, Italy

Lo Brano, Valerio; Orioli, Aldo; Ciulla, Giuseppina; … - In: Renewable Energy 36 (2011) 3, pp. 1026-1039

This study investigates the wind speed characteristics recorded in the urban area of Palermo, in the south of Italy, by a monitoring network composed by four weather stations. This article has two main objectives: the first one, to describe with clarity and simplicity the numerical procedures...

Persistent link: https://www.econbiz.de/10010806616