Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model
From MaRDI portal
Publication:6078226
DOI10.1080/03610926.2022.2050399arXiv2108.06454OpenAlexW3193941320MaRDI QIDQ6078226
Bo Wen Liu, Malwane M. A. Ananda
Publication date: 24 October 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.06454
goodness-of-fitPareto distributioncomposite modelsexponentiated modelsinsurance data modelinginverse-Gamma distribution
Cites Work
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Modeling loss data using composite models
- Exponentiated beta distributions
- The Exponentiated Gamma Distribution with Application to Drought Data
- Regression and time series model selection in small samples
- Generalized exponential distributions
- Model Selection and Multimodel Inference
- Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution
- Extending composite loss models using a general framework of advanced computational tools
- Exponentiated Pareto distributions
- Modeling actuarial data with a composite lognormal-Pareto model
- On composite lognormal-Pareto models
- Unnamed Item
This page was built for publication: Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model