Kai kurios sudėtinio lognormaliojo – apibendrinto Pareto skirstinio savybės
Šis darbas remiasi dviem straipsniais: Kahadawala Cooray, Malwane M. A. Amanda, „Modeling actuarial data with a composite lognormal – Pareto model“ (Scandinavian Actuarial Journal, 5, 321-334 psl.) ir McNeil Alexander J. „Estimating the tails of loss severity distributions using extreme value theory...
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| Format: | Dissertation |
| Language: | Lithuanian |
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Lithuanian Academic Libraries Network (LABT)
2009
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| Online Access: | http://vddb.library.lt/fedora/get/LT-eLABa-0001:E.02~2008~D_20090908_201800-26222/DS.005.0.01.ETD |