66 citations · 155 across the 4 of their papers we have counts for
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stat.ME2016★ 66 cited
Modelling Censored Losses Using Splicing: a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions
Tom Reynkens, Roel Verbelen, Jan Beirlant +1
In risk analysis, a global fit that appropriately captures the body and the tail of the distribution of losses is essential. Modelling the whole range of the losses using a standar…
stat.ME2016★ 19 cited
Fitting tails affected by truncation
Jan Beirlant, Isabel Fraga Alves, Tom Reynkens
In several applications, ultimately at the largest data, truncation effects can be observed when analysing tail characteristics of statistical distributions. In some cases truncati…