Further developments of the Log-Eig distribution with actuarial and financial applications.
181 p.
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| Format: | Theses and Dissertations |
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2011
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| Online Access: | http://hdl.handle.net/10356/47348 |
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sg-ntu-dr.10356-473482024-01-12T10:24:45Z Further developments of the Log-Eig distribution with actuarial and financial applications. Seow, Jeffrey Ashok. Saw Leng Chooi, Sutaip Nanyang Business School DRNTU::Business::Finance 181 p. Proposed by Saw, Balasooriya, and Tan (2002), the log-EIG distribution has been found to be a useful alternative to the commonly used loss models in practice. In an effort to promote this new model for reallife applications, this thesis examines the computation of the limited expected moments and further develops the inferential, goodness-of-fit and model selection procedures for raw and grouped data. Master of Business 2011-12-27T07:16:24Z 2011-12-27T07:16:24Z 2011 Thesis http://hdl.handle.net/10356/47348 Nanyang Technological University application/pdf |
| institution |
Nanyang Technological University |
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NTU Library |
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Asia |
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Singapore Singapore |
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DRNTU::Business::Finance |
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DRNTU::Business::Finance Seow, Jeffrey Ashok. Further developments of the Log-Eig distribution with actuarial and financial applications. |
| description |
181 p. |
| author2 |
Saw Leng Chooi, Sutaip |
| author_facet |
Saw Leng Chooi, Sutaip Seow, Jeffrey Ashok. |
| format |
Theses and Dissertations |
| author |
Seow, Jeffrey Ashok. |
| author_sort |
Seow, Jeffrey Ashok. |
| title |
Further developments of the Log-Eig distribution with actuarial and financial applications. |
| title_short |
Further developments of the Log-Eig distribution with actuarial and financial applications. |
| title_full |
Further developments of the Log-Eig distribution with actuarial and financial applications. |
| title_fullStr |
Further developments of the Log-Eig distribution with actuarial and financial applications. |
| title_full_unstemmed |
Further developments of the Log-Eig distribution with actuarial and financial applications. |
| title_sort |
further developments of the log-eig distribution with actuarial and financial applications. |
| publishDate |
2011 |
| url |
http://hdl.handle.net/10356/47348 |
| _version_ |
1789483115757961216 |