This Article Proposes the Family of Probability Distributions Known As the Generalized Beta of the Second Kind (Gb2) As a Principal Set of Distributions for Modeling Insurance Loss Processes. the Gb2 Family Gamma, Encompasses Many Commonly Used Distributions Such As the Log-Normal, Gamma, and...

This Paper Proposes a General Method to Build Exact Tests and Confidence Sets in Linear Regressions with First-Order Autoregressive Gaussian Disturbances. Because of a Nuisance Parameter Problem, We Argue That Generalized Bounds Tests and Conservative Confidence Sets Provide Natural Inference...