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Letter to the Editor

Regarding folded models and the paper by Brazauskas and Kleefeld (2011)

Pages 278-281 | Received 09 Jul 2012, Accepted 19 Sep 2012, Published online: 03 Dec 2012

References

  • Beirlant , J. , Teugels , J. L. and Vynckier , P. 1996 . Practical analysis of extreme values , Leuven , , Belgium : Leuven University Press .
  • Brazauskas , V. and Kleefeld , A. 2011 . Folded and log-folded-t distributions as models for insurance loss data . Scandinavian Actuarial Journal , 1 : 59 – 79 . doi: 10.1080/03461230903424199
  • Brazauskas , V. and Serfling , R. 2003 . Favorable estimators for fitting Pareto models: a study using goodness-of-fit measures with actual data . ASTIN Bulletin , 33 ( 2 ) : 365 – 381 . doi: 10.2143/AST.33.2.503698
  • Leone , F. C. , Nelson , L. S. and Nottingham , R. B. 1961 . The folded normal distribution . Technometrics , 3 : 543 – 550 . doi: 10.1080/00401706.1961.10489974
  • Psarakis , S. and Panaretoes , J. 1990 . The folded t distribution . Communications in Statistics - Theory and Methods , 19 : 2717 – 2734 . doi: 10.1080/03610929008830342
  • Scollnik , D. P. M. 2007 . On composite lognormal-Pareto models . Scandinavian Actuarial Journal , 1 : 20 – 33 . doi: 10.1080/03461230601110447

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