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Persistent link: https://www.econbiz.de/10015066913
The four-parameter generalized beta distribution of the second kind (GBII) has been proposed for modelling insurance losses with heavy-tailed features. The aim of this paper is to present a parametric composite GBII regression modelling by splicing two GBII distributions using mode matching...
Persistent link: https://www.econbiz.de/10013292206