Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/47348
Title: Further developments of the Log-Eig distribution with actuarial and financial applications.
Authors: Seow, Jeffrey Ashok.
Keywords: DRNTU::Business::Finance
Issue Date: 2011
Abstract: Proposed by Saw, Balasooriya, and Tan (2002), the log-EIG distribution has been found to be a useful alternative to the commonly used loss models in practice. In an effort to promote this new model for reallife applications, this thesis examines the computation of the limited expected moments and further develops the inferential, goodness-of-fit and model selection procedures for raw and grouped data.
Description: 181 p.
URI: http://hdl.handle.net/10356/47348
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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