Abstract This paper addresses the task of modeling severity losses using segmentation when data distribution does not fall into usual regression frameworks. situation is uncommon in lines business such as third-party liability insurance, where heavy-tails and multimodality often hamper a direct statistical analysis. We propose to use models based on phase-type distributions, regressing their un...

Problems involving the simultaneous estimation of multiple parameters arise in many areas theoretical and applied statistics. A canonical example is a vector normal means. F...

The objective of this study was to model seasonal behavior of broiler price in Iran that can be used to forecast the monthly broiler prices. In this context, the periodic autoregressive (PAR), the seasonal integrated models, and the Box-Jenkins (SARIMA) models were used as the primary nominates for the forecasting model. It was shown that the PAR (q) model could not be considered as an appropri...