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Modeling Loss Exchange Ratios as Inverse Gaussian Variates: Implications
1997
Military Operations Research
Militay Operations Research, V3 Nl 1997 nential family for modeling positive skewed data and provide a primer on its properties. We conclude that the IG is a good model for describing the variability of LER with useful estimation and testing properties, and recommend its consideration when modeling LER. We sketch two other promising areas for research which follow from the use of this model.
doi:10.5711/morj.3.1.51
fatcat:h5qjmlfrsvfzpkpcdb5f6cgzry