References
- Lehmann EL. The power of rank tests. Ann Math Stat. 1953;24:23–43. doi: 10.1214/aoms/1177729080
- Gupta RC, Gupta PL, Gupta RD. Modeling failure time data by Lehman alternatives. Commun Stat – Theory Methods. 1998;27:887–904. doi: 10.1080/03610929808832134
- Nadarajah S, Kotz S. The exponentiated type distributions. Acta Appl Math. 2006;92:97–111. doi: 10.1007/s10440-006-9055-0
- Mudholkar GS, Srivastava DK. Exponentiated Weibull family for analyzing bathtub failure-rate data. IEEE Trans Reliab. 1993;R-42:299–302. doi: 10.1109/24.229504
- Nadarajah S. The exponentiated Gumbel distribution with climate application. Environmetrics. 2006;17:13–23. doi: 10.1002/env.739
- Cooray K. Exponentiated Sinh Cauchy distribution with applications. Commun Stat – Theory Methods. 2013;42:3838–3852. doi: 10.1080/03610926.2011.625488
- Kotz S, Nadarajah S. Extreme value distributions: theory and applications. London: Imperial College; 2000.
- Nadarajah S, Kotz S. The exponentiated Frechet distribution; 2003; 0312001. Available from: http://Interstat.statjournals.netInterstat.statjournals.net
- Abouammoh AM, Alshingiti AM. Reliability estimation of generalized inverted exponential distribution. J Stat Comput Simul. 2009;79:1301–1315. doi: 10.1080/00949650802261095
- Devandra K. Single and product moments of generalized order statistics from exponentiated Fréchet distribution and a characterization. Int J Inf Manage Sci. 2011;22:221–231.
- Jamjoom AA, Al-Saiary ZA. Computing the moments of order statistics from independent nonidentically distributed exponentiated Frechet variables. J Probab Stat. 2012; Art. ID 248750, 14p.
- Asmussen S. Applied probability and queues. New York: Springer; 2003.
- Panjer HH. Operational risk, modeling analytics. Hoboken (NJ): Wiley; 2006.
- McCullagh P, Nelder JA. Generalized linear models. London: Chapman and Hall; 1992.
- Lawless JF. Statistical models and methods for lifetime data. New York: Wiley; 1982.
- Beirlant J, Goegebeur Y, Verlaak R, Vynckier P. Burr regression and portfolio segmentation. Insur: Math Econ. 1998;23:231–250.
- Beirlant J, Goegebeur Y. Regression with response distributions of Pareto-type. Comput Stat Data Anal. 2003;42:595–619. doi: 10.1016/S0167-9473(02)00120-2
- Frees EW. Regression modeling with actuarial and financial applications. New York: Cambridge University Press; 2010.
- Manning WG, Basu A, Mullahy J. Generalized modeling approaches to risk adjustment of skewed outcomes data. J Health Econ. 2005;24:465–488. doi: 10.1016/j.jhealeco.2004.09.011
- McDonald JB, Butler RJ. Regression models for positive random variables. J Economet. 1990;43:227–251. doi: 10.1016/0304-4076(90)90118-D
- Frangos N, Karlis D. Modelling losses using an exponential-inverse Gaussian distribution. Insur: Math Econ. 2004;35:53–67.
- Paula GA, Leiva V, Barros M, Liu S. Robust statistical modeling using the Birnbaum–Saunders-t distribution applied to insurance. Appl Stoch Models Bus Ind. 2012;28:16–34. doi: 10.1002/asmb.887
- Gómez-Déniz E, Calderin-Ojeda E, Sarabia JM. Gamma-generalized inverse Gaussian class of distributions with applications. Commun Stat – Theory Methods. 2013;42:919–933. doi: 10.1080/03610926.2011.588360
- R Core Team. R: a language and environment for statistical computing. Vienna: R Foundation for Statistical Computing; 2014. Available from: http://www.R-project.org/
- Byrd RH, Lu P, Nocedal J, Zhu C. A limited memory algorithm for bound constrained optimization. SIAM J Sci Comput. 1995;16:11901208. doi: 10.1137/0916069
- D'Agostino RB, Stephens MA. Goodness-of-fit techniques. New York: Marcel Dekker; 1986.
- Nadarajah S, Chan S, Afuecheta E. VaRES: computes value at risk and expected shortfall for over 100 parametric distributions. R package version 1.0.2013. Available from: http://CRAN.R-project.org/package=aRES
- Gradshteyn IS, Ryzhik IM. Table of integrals, series, and products. 7th ed. San Diego, CA: Academic Press; 2007.
- Wang S. An actuarial index of the right-tail risk. North Amer Actuar J. 1998;2:88–101. doi: 10.1080/10920277.1998.10595708
- Artzner P, Delbaen F, Eber J-M, Heath D. Coherent measures of risk. Math Fin. 1999;9:203–228. doi: 10.1111/1467-9965.00068
- Wolfram Research, Inc. Mathematica, Version 9.0. Champaign, IL; 2012.
- Ohlsson E, Johansson B. Non-life insurance pricing with generalized linear models. Berlin: Springer; 2010.
- Burr IW. Cumulative frequency functions. Ann Math Stat. 1942;13:215–232. doi: 10.1214/aoms/1177731607
- Hogg RV, Klugman SA. Loss distributions. New York: Wiley; 1984.
- Braun A. Pricing catastrophe swaps: a contingent claims approach. Insur: Math Econ. 2011;49:520–536.
- de Jong P, Heller GZ. Generalized linear models for insurance data. Cambridge: Cambridge University Press; 2008.
- Vandervieren E, Hubert M. An adjusted boxplot for skewed distributions. In: Antoch J, editor. Proceedings in computational statistics 2004. Heidelberg: Springer; 1933–1940.