Modeling loss data using composite models
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Publication:2347105
DOI10.1016/j.insmatheco.2014.08.008zbMath1314.91130MaRDI QIDQ2347105
Publication date: 26 May 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/modeling-loss-data-using-composite-models(f930b3d3-7178-453f-bfcf-3c5ed76dc1ab).html
risk measures; heavy tailed distributions; allocated loss adjustment expenses data; composite Weibull models; Danish fire insurance data
62P05: Applications of statistics to actuarial sciences and financial mathematics
Uses Software