Efficient empirical Bayes estimates for risk parameters of Pareto distributions
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DOI: 10.1080/03610926.2020.1766501
Abstract: Abstract Pareto distributions are useful for modeling the loss data in many fields such as actuarial science, economics, insurance, hydrology and reliability theory. In this paper, we consider the simultaneous estimation of the risk parameters… read more here.
Keywords: risk parameters; parameters pareto; pareto distributions; empirical bayes ... See more keywords