Financial data analysis with two symmetric distributions
The normal inverted gamma mixture or generalized Student t and the symmetric double Weibull, as well as their logarithmic counterparts, are proposed for modeling some loss distributions in non-life insurance and daily index return distributions in financial markets...
Year of publication: |
2001-05-01
|
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Authors: | Hürlimann, Werner |
Institutions: | International Actuarial Association / Actuarial Studies in Non-Life Insurance |
Published in: | |
Subject: | Schadensanalyse | Claim size data |
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