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stat.ME2022
A Generalized Family of Exponentiated Composite Distributions
Bowen Liu, Malwane M. A. Ananda
In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also…
stat.AP2022
The application of accumulation tests in Peaks-Over-Threshold modeling with Norwegian Fire insurance Data
Bowen Liu, Malwane M. A. Ananda
Modeling excess remains to be an important topic in insurance data modeling. Among the alternatives of modeling excess, the Peaks Over Threshold (POT) framework with Generalized Pa…