On the Use of Lehmann’s Alternative to Capture Extreme Losses in Actuarial Science

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...

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Bibliographic Details
Main Authors: Emilio Gómez-Déniz , Enrique Calderín-Ojeda 
Format: Article
Language:English
Published: MDPI AG 2023-12-01
Series:Risks
Subjects:
actuarial
Lehmann’s alternative
mixture
right tail
Stoppa distribution
Online Access:https://www.mdpi.com/2227-9091/12/1/6

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