Most of the methods used to estimate claim frequency rates in general insurance have assumed that data are independent. However, it is not uncommon for information stored in the database of an insurance company to contain previous years' claim data from each policyholder. We consider the...

Non-normal mixture distributions have received increasing attention in recent years. Finite mixtures of multivariate skew-symmetric distributions, in particular, the skew normal and skew <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$t$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>t</mi> </math> </EquationSource> </InlineEquation>-mixture models, are emerging as promising extensions to the traditional normal and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$t$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>t</mi> </math> </EquationSource>...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>

Finite mixtures of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the connection between them and their relative performance becomes...

We consider data subjected to middle censoring where the variable of interest becomes unobservable when it falls within an interval of censorship. A necessary and sufficient condition is developed for the equivalence of self-consistent estimators and NPMLEs. Finding NPMLE by dividing the data...

The portmanteau statistic is commonly used for testing goodness-of-fit of time series models. However, this lack of fit test may depend on one or several atypical observations in the series. We investigate the sensitivity of the portmanteau statistic in the presence of additive outliers....

The notion of co-locating alliance carriers to their designated terminals in airports has gained significant interest in recent years. While benefits on the part of airlines are made clear by existing literature on alliance-hubbing, the tangible benefits to airport operators are less clear due...