Contaminated Exponential Dispersion Loss Models

DOI10.1080/10920277.2003.10596093MaRDI QIDQ5715914zbMATH OpenOpenAlexFDO

Authors Zinoviy Landsman, Udi E. Makov

Publication date 5 January 2006

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2003.10596093

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• scientific article; zbMATH DE number 5299204 (Why is no real title available?)
• scientific article; zbMATH DE number 1128584 (Why is no real title available?)
• scientific article; zbMATH DE number 2188756 (Why is no real title available?)
• Exponential Dispersion Models and Extensions: A Review
• Exponential dispersion models and credibility
• Mixture models: theory, geometry and applications
• Natural exponential families with quadratic variance functions
• Natural exponential families with quadratic variance functions: Statistical theory
• Natural real exponential families with cubic variance functions
• On Stochastic Approximation and Credibility
• On credibility evaluation and the tail area of the exponential dispersion family
• On polynomial variance functions
• Reproducibility and natural exponential families with power variance functions
• Robust Statistics

Cited in

(5)

• MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION
• Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications
• Collective risk model based on the contaminated gamma distribution and its application to risk classification
• Exact credibility reference Bayesian premiums
• On the contaminated exponential distribution: a theoretical Bayesian approach for modeling positive-valued insurance claim data with outliers

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