Statistical analysis of mixtures underlying probability of ruin
If the hypothesis on exponentially distributed claims in a risk (or surplus) model is untenable then, in many cases, the assumption that they are mixtures of two (or more) exponentials is a suitable substitute. In the first part of the paper tests of homogeneity for exponentially distributed claims...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Mendel University Press
2009-01-01
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| Series: | Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis |
| Subjects: | |
| Online Access: | https://acta.mendelu.cz/57/6/0209/ |