A truncated version of the birnbaum-saunders distribution with an application in financial risk
"In many Solvency and Basel loss data, there are thresholds or deductibles that affect the analysis capability. On the other hand, the Birnbaum-Saunders model has received great attention during the last two decades and it can be used as a loss distribution. In this paper, we propose a solution...
Guardado en:
| Autores principales: | Ahmed, Syed Ejaz, Castro-Kuriss, Claudia, Flores, Esteban, Leiva, Víctor, Sanhueza, Antonio |
|---|---|
| Formato: | Artículos de Publicaciones Periódicas acceptedVersion |
| Lenguaje: | Inglés |
| Publicado: |
2022
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| Materias: | |
| Acceso en línea: | http://ri.itba.edu.ar/handle/123456789/3841 |
| Aporte de: |
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