Modeling actuarial data with a composite lognormal-Pareto model (Q5430552): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Q4380355 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3314807 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: “Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database,” Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4343010 / rank | |||
Normal rank |
Latest revision as of 13:15, 27 June 2024
scientific article; zbMATH DE number 5220280
Language | Label | Description | Also known as |
---|---|---|---|
English | Modeling actuarial data with a composite lognormal-Pareto model |
scientific article; zbMATH DE number 5220280 |
Statements
Modeling actuarial data with a composite lognormal-Pareto model (English)
0 references
16 December 2007
0 references
Pareto model
0 references
large losses
0 references
lognormal model
0 references
small losses
0 references
composite model
0 references
density function
0 references