Mothibe, Lira B.; Shongwe, Sandile C. - In: Risks : open access journal 14 (2026) 1, pp. 1-30
are fitted: (i) 16 standard single distributions, (ii) 256 composite distributions, and (iii) 256 mixture distributions …; wherein, for the composite and mixture distributions, we focus on the top 20 leading models in terms of the information … capital reserves. Grid maps and model averaging confirm that mixture and composite models better capture the heavy …