An important problem in the field of insurance and operational risk is the determination of the distribution function when a compound loss model is used for the total loss. A large variety of methods ...

We propose a generalized method of moments approach to the accelerated failure time model with correlated survival data. We study the semiparametric rank estimator using martingale-based moments. We ...

This is a preview. Log in through your library . Abstract We analyze the limiting distribution of the Rivers and Vuong (2002, Econometrics Journal 5, 1–39) statistic for choosing between two competing ...