114 citations · 114 across the 1 of their papers we have counts for
2 papers
stat.ME2018
One family, six distributions -- A flexible model for insurance claim severity
Erik Bølviken, Ingrid Hobæk Haff
We propose a new class of claim severity distributions with six parameters, that has the standard two-parameter distributions, the log-normal, the log-Gamma, the Weibull, the Gamma…
math.ST2013★ 114 cited
Parameter estimation for pair-copula constructions
Ingrid Hobæk Haff
We explore various estimators for the parameters of a pair-copula construction (PCC), among those the stepwise semiparametric (SSP) estimator, designed for this dependence structur…