On the Use of Lehmann’s Alternative to Capture Extreme Losses in Actuarial Science
This paper studies properties and applications related to the mixture of the class of distributions built by the Lehmann’s alternative (also referred to in the statistical literature as max-stable or exponentiated distribution) of the form <inline-formula><math xmlns="http://www.w3.org...
| Автори: | , |
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| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
MDPI AG
2023-12-01
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| Серія: | Risks |
| Предмети: | |
| Онлайн доступ: | https://www.mdpi.com/2227-9091/12/1/6 |