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A bivariate extension of three-parameter generalized crack distribution for loss severity modelling
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Bae, Taehan | - |
| dc.contributor.author | Choi, Yang Ho | - |
| dc.date.accessioned | 2024-01-22T17:03:23Z | - |
| dc.date.available | 2024-01-22T17:03:23Z | - |
| dc.date.issued | 2022-06 | - |
| dc.identifier.issn | 1226-3192 | - |
| dc.identifier.issn | 1876-4231 | - |
| dc.identifier.uri | https://scholarworks.bwise.kr/erica/handle/2021.sw.erica/117984 | - |
| dc.description.abstract | In this paper, we introduce a bivariate extension of three-parameter generalized crack distribution for modelling loss data. Some basic properties such as the conditional distribution and the measures of association are discussed, and a method of parameter estimation is offered. A simulation-based approach to compute bivariate value-at-risk under the model is also discussed. The proposed model and estimation method are illustrated with a model fitting exercise on a real catastrophic loss data set. | - |
| dc.format.extent | 25 | - |
| dc.language | 영어 | - |
| dc.language.iso | ENG | - |
| dc.publisher | 한국통계학회 | - |
| dc.title | A bivariate extension of three-parameter generalized crack distribution for loss severity modelling | - |
| dc.type | Article | - |
| dc.publisher.location | 대한민국 | - |
| dc.identifier.doi | 10.1007/s42952-021-00144-2 | - |
| dc.identifier.scopusid | 2-s2.0-85112178197 | - |
| dc.identifier.wosid | 000683711100001 | - |
| dc.identifier.bibliographicCitation | Journal of the Korean Statistical Society, v.51, no.2, pp 378 - 402 | - |
| dc.citation.title | Journal of the Korean Statistical Society | - |
| dc.citation.volume | 51 | - |
| dc.citation.number | 2 | - |
| dc.citation.startPage | 378 | - |
| dc.citation.endPage | 402 | - |
| dc.type.docType | Article | - |
| dc.identifier.kciid | ART002855463 | - |
| dc.description.isOpenAccess | N | - |
| dc.description.journalRegisteredClass | scie | - |
| dc.description.journalRegisteredClass | scopus | - |
| dc.description.journalRegisteredClass | kciCandi | - |
| dc.relation.journalResearchArea | Mathematics | - |
| dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
| dc.subject.keywordPlus | LIFE DISTRIBUTIONS | - |
| dc.subject.keywordPlus | KENDALLS TAU | - |
| dc.subject.keywordPlus | FAMILY | - |
| dc.subject.keywordAuthor | Birnbaum-Saunders distribution | - |
| dc.subject.keywordAuthor | Generalized crack distribution | - |
| dc.subject.keywordAuthor | Measures of association | - |
| dc.subject.keywordAuthor | Bivariate value-at-risk | - |
| dc.subject.keywordAuthor | Catastrophic loss | - |
| dc.identifier.url | https://link.springer.com/article/10.1007/s42952-021-00144-2 | - |
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Related Researcher
- Choi, Yang Ho
- COLLEGE OF BUSINESS AND ECONOMICS (DEPARTMENT OF ACTUARIAL SCIENCE)