Analytically calibrated Box-Cox percentile limits for duration and event-time models

Insurance: Mathematics and Economics

Volumn 35, Issue 3, 2004, Pages 649-677

  Yang, Zhenlin ^a   Tsui, Albert K ^b  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Analytical calibration; Box Cox transformation; Duration model; Event time model; Percentile limits

Indexed keywords

EID: 10144227052     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2004.08.002     Document Type: Article

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