Modelling heavy-tailed insurance claim data using the hyper-erlang distribution with common scale parameter
When modelling positively skewed insurance claim data, traditional distributions such as lognormal and Weibull often fail to accurately estimate the tail. Several methods have been developed to improve tail estimation without compromising the body fitting, including the transformed kernel density an...
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| Main Authors: | , , |
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| 其他作者: | |
| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
2011
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/44131 |
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