Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 최양호 | - |
dc.date.accessioned | 2023-12-22T02:27:55Z | - |
dc.date.available | 2023-12-22T02:27:55Z | - |
dc.date.issued | 2022-06 | - |
dc.identifier.citation | Journal of the Korean Statistical Society, v. 51, NO. 2, Page. 378.0-402.0 | - |
dc.identifier.issn | 1226-3192;1876-4231 | - |
dc.identifier.uri | https://link.springer.com/article/10.1007/s42952-021-00144-2 | en_US |
dc.identifier.uri | https://repository.hanyang.ac.kr/handle/20.500.11754/187930 | - |
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.description.sponsorship | The authors are grateful to the anonymous reviewers for valuable comments and suggestions. T. Bae is supported by the Discovery Development Grant program (DDG-2019-06064) of the Natural Science and Engineering Research Council of Canada (NSERC). | - |
dc.language | en | - |
dc.publisher | 한국통계학회 | - |
dc.subject | Birnbaum-Saunders distribution | - |
dc.subject | Generalized crack distribution | - |
dc.subject | Measures of association | - |
dc.subject | Bivariate value-at-risk | - |
dc.subject | Catastrophic loss | - |
dc.title | A bivariate extension of three-parameter generalized crack distribution for loss severity modelling | - |
dc.type | Article | - |
dc.relation.no | 2 | - |
dc.relation.volume | 51 | - |
dc.identifier.doi | 10.1007/s42952-021-00144-2 | - |
dc.relation.page | 378.0-402.0 | - |
dc.relation.journal | Journal of the Korean Statistical Society | - |
dc.contributor.googleauthor | Bae, Taehan | - |
dc.contributor.googleauthor | Choi, Yang Ho | - |
dc.sector.campus | E | - |
dc.sector.daehak | 경상대학 | - |
dc.sector.department | 보험계리학과 | - |
dc.identifier.pid | ychoi | - |
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