Extending composite loss models using a general framework of advanced computational tools
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Cites work
- A new look at the statistical model identification
- An actuarial model based on the composite Weibull-Pareto distribution
- An evaluation of the reconstructed coefficient of determination and potential adjustments
- Composite lognormal-Pareto model with random threshold
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Cited in
(28)- Univariate and bivariate compound models based on random sum of variates with application to the insurance losses data
- A new class of copula regression models for modelling multivariate heavy-tailed data
- Composite models with underlying folded distributions
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
- Deep quantile and deep composite triplet regression
- Analysis of skewed data by using compound Poisson exponential distribution with applications to insurance claims
- Using model averaging to determine suitable risk measure estimates
- Estimation of lifetime parameters of the modified extended exponential distribution with application to a mechanical model
- Robust estimation of loss models for lognormal insurance payment severity data
- Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data
- A New Class of Severity Regression Models with an Application to IBNR Prediction
- Phase-type distributions for claim severity regression modeling
- Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures
- Finite-sample performance of the T- and W-estimators for the Pareto tail index under data truncation and censoring
- Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model
- Sequential Monte Carlo samplers to fit and compare insurance loss models
- Mixture Composite Regression Models with Multi-type Feature Selection
- Soft splicing model: bridging the gap between composite model and finite mixture model
- Phase-type mixture-of-experts regression for loss severities
- The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures
- A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data
- Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm
- PowerBurr regression model for heavy-tailed loss data and its application
- Information matrices for composite type distributions
- Estimation and model selection of heterogeneous mixture distributions: an ECME algorithm-based approach
- Novel discrete composite distributions with applications to infectious disease data
- On a new family of composite regression models with covariate dependent threshold via tail index parameter
- A smooth hazard-blend composite model for heavy-tailed loss data: Bayesian and frequentist comparisons with applications in actuarial science
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