A Note on Parameter Estimation in the Composite Weibull–Pareto Distribution
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Moshe Levy, 2009. "Gibrat's Law for (All) Cities: Comment," American Economic Review, American Economic Association, vol. 99(4), pages 1672-1675, September.
- Abu Bakar, S.A. & Hamzah, N.A. & Maghsoudi, M. & Nadarajah, S., 2015. "Modeling loss data using composite models," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 146-154.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ruben Dewitte & Michel Dumont & Glenn Rayp & Peter Willemé, 2022.
"Unobserved heterogeneity in the productivity distribution and gains from trade,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(3), pages 1566-1597, August.
- Dewitte, Ruben & Dumont, Michel & Rayp, Glenn & Willemé, Peter, 2020. "Unobserved Heterogeneity in the Productivity Distribution and Gains From Trade," MPRA Paper 102711, University Library of Munich, Germany.
- Huang, Siyu & Shi, Yi & Chen, Qinghua & Li, Xiaomeng, 2022. "The growth path of high-tech industries: Statistical laws and evolution demands," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
- Chen, Zezhun & Dassios, Angelos & Tzougas, George, 2022. "EM estimation for the bivariate mixed exponential regression model," LSE Research Online Documents on Economics 115132, London School of Economics and Political Science, LSE Library.
- Tomaschitz, Roman, 2020. "Multiply broken power-law densities as survival functions: An alternative to Pareto and lognormal fits," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
- Calderín-Ojeda, Enrique, 2016. "The distribution of all French communes: A composite parametric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 385-394.
- Arturo, Ramos, 2019. "Have the log-population processes stationary and independent increments? Empirical evidence for Italy, Spain and the USA along more than a century," MPRA Paper 93562, University Library of Munich, Germany.
- Rafael González‐Val, 2019.
"Historical urban growth in Europe (1300–1800),"
Papers in Regional Science, Wiley Blackwell, vol. 98(2), pages 1115-1136, April.
- Rafael González-Val, 2016. "Historical urban growth in Europe (1300–1800)," Working Papers 2016/8, Institut d'Economia de Barcelona (IEB).
- Rafael, González-Val, 2017. "Historical urban growth in Europe (1300–1800)," MPRA Paper 80475, University Library of Munich, Germany.
- Galdo, Virgilio & Li, Yue & Rama, Martin, 2021.
"Identifying urban areas by combining human judgment and machine learning: An application to India,"
Journal of Urban Economics, Elsevier, vol. 125(C).
- Galdo,Virgilio & Li,Yue-000316086 & Rama,Martin G., 2020. "Identifying Urban Areas by Combining Human Judgment and Machine Learning : An Application to India," Policy Research Working Paper Series 0160, The World Bank.
- Christian Schluter, 2021.
"On Zipf’s law and the bias of Zipf regressions,"
Empirical Economics, Springer, vol. 61(2), pages 529-548, August.
- Christian Schluter, 2021. "On Zipf’s law and the bias of Zipf regressions," Post-Print hal-02880544, HAL.
- Campolieti, Michele, 2020. "The distribution of union size: Canada, 1913–2014," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 558(C).
- Min Deng & Mostafa Aminzadeh & Min Ji, 2021. "Bayesian Predictive Analysis of Natural Disaster Losses," Risks, MDPI, vol. 9(1), pages 1-23, January.
- Kristian Giesen & Jens Suedekum, 2012.
"The size distribution across all “cities”: a unifying approach,"
Working Papers
2012/2, Institut d'Economia de Barcelona (IEB).
- Kristian Giesen & Jens Suedekum, 2012. "The Size Distribution across all "Cities": A Unifying Approach," CESifo Working Paper Series 3730, CESifo.
- Kristian Giesen & Jens Suedekum, 2012. "The size distribution across all 'cities': A unifying approach," ERSA conference papers ersa12p106, European Regional Science Association.
- Kristian Giesen & Jens Suedekum, 2012. "The Size Distribution Across All 'Cities': A Unifying Approach," SERC Discussion Papers 0122, Centre for Economic Performance, LSE.
- Giesen, Kristian & Suedekum, Jens, 2012. "The Size Distribution Across All "Cities": A Unifying Approach," IZA Discussion Papers 6352, Institute of Labor Economics (IZA).
- Giesen, Kristian & Suedekum, Jens, 2012. "The size distribution across all "Cities": a unifying approach," LSE Research Online Documents on Economics 59252, London School of Economics and Political Science, LSE Library.
- Ramos, Arturo & Sanz-Gracia, Fernando & González-Val, Rafael, 2013.
"A new framework for the US city size distribution: Empirical evidence and theory,"
MPRA Paper
52190, University Library of Munich, Germany.
- Rafael González-Val & Arturo Ramos & Fernando Sanz-Gracia, 2014. "A new framework for US city size distribution: Empirical evidence and theory," ERSA conference papers ersa14p633, European Regional Science Association.
- Miljkovic, Tatjana & Grün, Bettina, 2016. "Modeling loss data using mixtures of distributions," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 387-396.
- Bowen Liu & Malwane M. A. Ananda, 2022. "A Generalized Family of Exponentiated Composite Distributions," Mathematics, MDPI, vol. 10(11), pages 1-18, June.
- Shi, Yue & Punzo, Antonio & Otneim, Håkon & Maruotti, Antonello, 2023. "Hidden semi-Markov models for rainfall-related insurance claims," Discussion Papers 2023/17, Norwegian School of Economics, Department of Business and Management Science.
- Marco Bee, 2020. "On discriminating between lognormal and Pareto tail: A mixture-based approach," DEM Working Papers 2020/9, Department of Economics and Management.
- Giorgio Fazio & Marco Modica, 2015. "Pareto Or Log-Normal? Best Fit And Truncation In The Distribution Of All Cities," Journal of Regional Science, Wiley Blackwell, vol. 55(5), pages 736-756, November.
- Ge Hong & Shouhong Xie & Hanbing Li, 2022. "Spatial and Temporal Evolution Characteristics of China’s City Size Distribution Based on New Criteria," Sustainability, MDPI, vol. 14(24), pages 1-20, December.
- Reynkens, Tom & Verbelen, Roel & Beirlant, Jan & Antonio, Katrien, 2017.
"Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions,"
Insurance: Mathematics and Economics, Elsevier, vol. 77(C), pages 65-77.
- Tom Reynkens & Roel Verbelen & Jan Beirlant & Katrien Antonio, 2016. "Modeling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions," Working Papers of Department of Decision Sciences and Information Management, Leuven 549545, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
- Tom Reynkens & Roel Verbelen & Jan Beirlant & Katrien Antonio, 2016. "Modeling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 549545, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
More about this item
Keywords
loss distributions; composite models; risk measures; Weibull–Pareto distribution; Zipf plot;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jrisks:v:6:y:2018:i:1:p:11-:d:131836. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.