Composite lognormal-Pareto model with random threshold
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Cites work
- Accounting for the threshold uncertainity in extreme value estimation
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 2172354 (Why is no real title available?)
- Modeling actuarial data with a composite lognormal-Pareto model
- On composite lognormal-Pareto models
Cited in
(49)- On modeling left-truncated loss data using mixtures of distributions
- Beyond lognormal inequality: the Lorenz flow structure
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
- Heavy tailed modeling of automobile claim data from Ghana
- Average is over
- Matrix Mittag-Leffler distributions and modeling heavy-tailed risks
- Mixture modeling of data with multiple partial right-censoring levels
- Composite models with underlying folded distributions
- Modelling extreme claims via composite models and threshold selection methods
- Residual and past entropy in actuarial science and survival models
- Modeling loss data using mixtures of distributions
- Deep quantile and deep composite triplet regression
- Two lognormal models for real data
- Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
- Modeling claims data with composite Stoppa models
- Estimating a tail of the mixture of log-normal and inverse Gaussian distribution
- New composite models for the Danish fire insurance data
- Bayesian estimators of the lognormal-Pareto composite distribution
- Dirichlet process mixture models for insurance loss data
- Fat-tailed regression modeling with spliced distributions
- Using model averaging to determine suitable risk measure estimates
- Risk measure estimation under two component mixture models with trimmed data
- Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data
- From grouped to de-grouped data: a new approach in distribution fitting for grouped data
- A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting
- A New Class of Severity Regression Models with an Application to IBNR Prediction
- Modeling with Weibull-Pareto models
- Extending composite loss models using a general framework of advanced computational tools
- Inhomogeneous phase-type distributions and heavy tails
- A NEW MODEL FOR DATA WITH STRUCTURAL CHANGE AT THRESHOLD: COMPOSITE EXPONENTIAL-LOGNORMAL MODEL
- On composite Pareto models
- Modeling actuarial data with a composite lognormal-Pareto model
- On composite lognormal-Pareto models
- Dichotomous unimodal compound models: application to the distribution of insurance losses
- On the composite Lognormal–Pareto distribution with uncertain threshold
- Finite-sample performance of the T- and W-estimators for the Pareto tail index under data truncation and censoring
- Parameter estimation for power function-lognormal composite distribution
- Mixture Composite Regression Models with Multi-type Feature Selection
- Soft splicing model: bridging the gap between composite model and finite mixture model
- Methods for generating families of univariate continuous distributions in the recent decades
- Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm
- A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
- A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data
- Information matrices for composite type distributions
- On a new family of composite regression models with covariate dependent threshold via tail index parameter
- Modeling actuarial data using iterated trigonometric distributions
- Hidden semi-Markov models for rainfall-related insurance claims
- A smooth hazard-blend composite model for heavy-tailed loss data: Bayesian and frequentist comparisons with applications in actuarial science
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
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