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[7] Beirlant, J., Goegebeur, Y., Verlaak, R. & Vynckier, P. (1998). Burr regression and portfolio segmentation, Insurance: Mathematics and Economics, 23, ...

http://www.econ.kuleuven.be/insurance/pdfs/risk0367.pdf

In a semiparametric regression model, parametric as well as nonparametric ...

http://www.econ.kuleuven.be/insurance/pdfs/LossReservingGAMMRevision.pdf

exponential regression model for scaled log-spacings (Beirlant et al., 1999) ...

http://wis.kuleuven.be/stat/PhDthesis/Vandewalle.pdf

Jun 11, 2010 ... B. Vandewalle, J. Beirlant & M. Hubert (2004). A robust ...

http://wis.kuleuven.be/stat/robust/Papers/TR1003.pdf

More details on Burr regression are in. Beirlant et al. [1998] and for GB2 regression Cummins et al. [1990] and Sun et al. [2007] are useful. ...

http://home.medewerker.uva.nl/k.antonio/bestanden/OverviewKatrien.pdf

selection for future data in the case of multivariate regression analysis. .... Beirlant J., de Waal D.J., Teugels J.L. The generalized Burr–gamma family of ...

http://natagri.ufs.ac.za/dl/userfiles/Documents/00000/436_eng.pdf

future data in the case of multivariate regression analysis. ...

http://apps.ufs.ac.za/dl/staff/0001784/publication.pdf

multivariate regression analysis. South African Statistical Journal. ...

http://apps.ufs.ac.za/dl/staff/0001784/cv.pdf

rameters in (3) or (4) to vary with x, a Burr or GB2 regression model is built. To illustrate .... Beirlant (2007b) for several actuarial examples ...

http://www.aenorm.eu/artikelen/59-Antonio.pdf

A similar model for the Burr regression of univariate loss data was proposed by Beirlant et al. (1998); unlike their approach, which takes into account ...

http://www.informaworld.com/index/755225725.pdf

In the spirit of Beirlant et al. (1999), using (Rl) one obtains an ...

http://www.informaworld.com/index/YQ36KF9FQ89DMKAE.pdf

The ML estimators proposed by Beirlant et al. (1999) and Feuerverger and ...

http://www.informaworld.com/index/RQJEFVQ8KVA04U9L.pdf

distribution, (b) the Burr(1,1,1), distribution, (c) the Burr(1,0.5,2) distribution, (d) the Burr(1,0.25,4) distribution. 188. BEIRLANT, DIERCKX, GOEGEBEUR ...

http://www.springerlink.com/index/X1J7JW8258356102.pdf

Jan 9, 2011 ... is the Burr Type XII distribution. The work of Beirlant et ...

http://www.springerlink.com/index/GU660803107442K3.pdf

The case of truncated data was considered in Beirlant et al. (1996) ...

http://www.springerlink.com/index/1m60255621375131.pdf

Aug 25, 2010 ... (2008). A special case of the GB2 class is the Burr Type XII distribution. The work of Beirlant et al. (1998) introduces Burr regression in ...

http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1665463_code1209579.pdf?abstractid=1665463&mirid=1

Beirlant, J., Y. Goegebeur, R. Verlaak, and P. Vynckier, 1998, Burr ...

http://papers.ssrn.com/sol3/Delivery.cfm/jori_278.pdf?abstractid=1202446&mirid=1

Feb 17, 2011 ... by making use of the regression type relationship given in ...

http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1763239_code331696.pdf?abstractid=1763239&mirid=1

Feb 11, 2009 ... Burr Distribution. ∝ yc−1/(1 + yc)k+1 ck. ∝ (y−c + 1 ...

http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1340758_code254274.pdf?abstractid=1340758

Jan Beirlant and Yuri Goegebeur. Of course, regression models with dummy explanatory ...... 3 and 4 groups were generated from reversed Burr distributions. ...

http://www.ine.pt/revstat/pdf/rs040102.pdf

n = 500 from the Burr(η,τ,λ) distribution, with distribution function given ...

http://www.ine.pt/revstat/pdf/rs080104.pdf

Examples in this class are the uniform and reverse Burr distributions. ...

http://www.ine.pt/revstat/pdf/rs050102.pdf

the Burr, the generalised Pareto and the Fréchet distribution. ..... and an exponential regression model. Extremes, 2, 177-200. 4. BEIRLANT, J., TEUGELS ...

http://www.actuaries.org/LIBRARY/ASTIN/vol31no1/37.pdf

tailed data (see e.g. Beirlant et al., 2005). However other models could be ...

http://www.actuaries.org/LIBRARY/ASTIN/vol39no2/429.pdf

Jan Beirlant c a. Aon Risk Consulting Brussels & Department of ...

http://www.actuaries.org/ASTIN/Colloquia/Zurich/Verlaak_Huerlimann_Bierlant.pdf

Theory and Applications Wiley, New York. [4] Beirlant, Jan, Yuri Goegebeur, Robert Verlaak and Petra Vynckier (1998). Burr regression and ...

http://www.asb.unsw.edu.au/schools/actuarialstudies/Documents/E.W.%20Frees%20and%20E.A.%20Valdez%20-%20Hierarchical%20Insurance%20Claims%20Modeling.pdf

and ηk for k = 1,2,3. Further, recently Beirlant et al. (1998) have ...

http://www.asb.unsw.edu.au/schools/actuarialstudies/Documents/E.A.%20Valdez%20and%20E.W.%20(Jed)%20Frees%20-%20Longitudinal%20Modeling%20of%20Singapore%20Motor%20Insurance.pdf

Jan Beirlant. University Center for Statistics, K.U.Leuven, e-mail: jan.beirlant @wis.kuleuven. ... Exponential regression model for log-spacings of successive order statistics j(logXn−j+1,n − logXn−j,n) .... Burr - gamma=1, rho=-0.25 ...

http://www.stat.sdu.dk/matstat/yuri/slidesnordstat.pdf

uniform, beta, reversed Burr, . . . University of Southern Denmark ...

http://www.stat.sdu.dk/matstat/yuri/slidesstats.pdf

sion on the QQ-plot and by investigating the regression residuals and the ...... Figure 4.2 log U(x) as a function of log x for the Burr(1,1,1) and Burr(1 ...

ftp://210.45.114.81/math/merci/0314/math/Beirlant%20J.,%20J.Teugels,%20Yu.Goegebeur,%20J.Segers.%20Statistics%20of%20Extremes..%20Theory%20and%20Applications%20(Wiley,2004)(ISBN%200471976474)(504s).pdf

Examples of Pareto-type distributions are the Burr distribution, ... Statistics of Extremes: Theory and Applications J. Beirlant, Y. Goegebeur, J. Segers, ...

http://www.eknigu.com/info/M_Mathematics/MV_Probability/MVsa_Statistics%20and%20applications/Beirlant%20J.,%20J.Teugels,%20Yu.Goegebeur,%20J.Segers.%20Statistics%20of%20Extremes..%20Theory%20and%20Applications%20(Wiley,2004)(ISBN%200471976474)(504s)_MVsa_.pdf

Theory and Applications Wiley, New York. [4] Beirlant, Jan, Yuri Goegebeur, Robert Verlaak and Petra Vynckier (1998). Burr regression and ...

http://research3.bus.wisc.edu/file.php/129/Papers/JASASingapore3Aug2007.pdf

Burr distributions have been extensively applied to heavy-tailed loss data ...

http://research3.bus.wisc.edu/file.php/129/Papers/IMERev111806.pdf

The first model is a negative binomial regression model for assessing claim ...

http://www.bus.wisc.edu/asrmi/experts/documents/hierarchicalinsuranceclaimsmodeling_000.pdf

Burr regression and portfolio segmen- tation. Insurance: Mathematics and Economics 23, 231–250. [5] Beirlant, J., Vynckier, P., Teugels, J., 1996. ...

http://academic.sun.ac.za/statistics/Third%20order%20parameter.pdf

Figures 2 and 3 show the results for the Burr(1, exp(1 Ā x), 1) simulation ...

http://academic.sun.ac.za/statistics/Beirlant2004.pdf

ples of size n = 500 from (a) the Pa(1), (b) the Burr(1,1,1), (c) the ...

http://academic.sun.ac.za/statistics/paper%20final.pdf

Nov 22, 2010 ... 4.6.3 An estimator based on the exponential regression ...

https://scholar.sun.ac.za/bitstream/handle/10019.1/5260/berning_improved_2010.pdf?sequence=1

the exponential, the Pareto and the Burr family. Many of them are popular in survival analysis, too. Beirlant et al. (1998) used a Burr regression model for ...

http://stat-athens.aueb.gr/~frangos/publications/pub_2004.pdf

(Beirlant et al., 1995). MEF's and the corresponding mean excess plots ...

http://www.stat-athens.aueb.gr/~jpan/diatrives/Tsourti/chapter5.pdf

distributions. Biometrika, 64: 129-134. Beirlant, I ., Y. Goegebeur, R. Verlaak and P. Vynckier,. 1998. Burr regression and portfolio segmentation: ...

http://docsdrive.com/pdfs/ansinet/jas/2005/1092-1102.pdf

[3] J. Beirlant, Y. Goegebeur, Regression with response distributions of Pareto- type, ... [5] I.W. Burr, Cumulative frequency functions, Ann. of Math. ...

http://perso.telecom-paristech.fr/~moulines/enseignement/probast/TailIndexCovariate.pdf

distribution of relative excesses over a large threshold (Beirlant et al., 2004b ) ... Pareto and Burr distributions. The Gumbel class of distributions with γ = 0 .... on an exponential regression model for scaled log-spacings, ...

http://www.stoch.uni-bayreuth.de/de/CHRISTMANN/Christmann_files/VandewalleBeirlantChristmannHubert2007.pdf

reduce the bias term (see Beirlant et al. (1999) and Guillou & Hall (2001)). ..... distributions (i) Burr(α, β) distribution, given by F(x)=1 − (1 + ..... tion and an exponential regression model. Extremes 2(2), 177 - 200. Beirlant, J. ...

http://www.d.umn.edu/~yqi/downloads/index03.pdf

studied in Haeusler and Teugels (1985) and Beirlant and Teugels (1989) ...... For both Burr (left panel) and Fréchet (right panel) ditributions lower bounds ...

http://hal.archives-ouvertes.fr/docs/00/07/17/83/PDF/RR-4803.pdf

Dec 7, 2009 ... are extended in (Beirlant and Goegebeur 2004) where local ...

http://hal.archives-ouvertes.fr/docs/00/43/92/46/PDF/knncovar3.pdf

Sep 22, 2009 ... are extended in (Beirlant and Goegebeur 2004) where local ...

http://hal.archives-ouvertes.fr/docs/00/41/89/55/PDF/knncovar2.pdf

a small sample simulation from the Burr(β,τ,λ) distribution with ..... an exponential regression model. Extremes, 2, 177-200. [3] Beirlant, J. and Matthys , ...

http://pascal.iseg.utl.pt/~cemapre/ime2002/main_page/papers/YuriGoegebeur.pdf

ave proposed a regression met ¡ odologH¤ for bivariate claims using a mix- ture model of frequenc¤ probabilities and Burr distributed severities. ...

http://www.soa.org/library/proceedings/arch/2005/arch05v39n2_2.pdf

Beirlant, J., Dierckx, G., Goegebeur, Y., and Matthys, G. (1999), “Tail index estimation and an exponential regression model,” Extremes, 2, 177–200. ...

http://publications.jrc.ec.europa.eu/repository/bitstream/111111111/5097/1/eur_report_21881.pdf