Skew T and skew normal distributions in modelling insurance loss and reliability data

• المؤلفون الرئيسيون: Vo, Phuoc Hiep, Lim, Zhen Jiang, Chew, Victor Poh Ming
• مؤلفون آخرون: Uditha Balasooriya
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2011
• الموضوعات: DRNTU::Business::Finance::Actuarial science
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/44044
• المؤسسة: Nanyang Technological University

In this project, we study univariate Skew Normal distribution and univariate Skew t-distribution in modelling skewed data that arise very commonly in loss modelling and reliability analysis. The performances of these two distributions are compared against Gamma, Weibull and Lognormal, which are thre...