Composite models with underlying folded distributions
In this note, we examine the performance of 25 new composite models that are derived from 5 underlying folded distributions for modeling insurance loss data. These models are assessed using standard selection criteria involving the Akaike Information Criteria and the Bayesian Information Criteria as...
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| Main Authors: | , |
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| Format: | Article |
| Published: |
Elsevier
2021
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/26924/ |
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| Institution: | Universiti Malaya |