Loss modeling with many-parameter distributions

DOI10.1080/03461238.2024.2309987MaRDI QIDQ6632355zbMATH OpenFDO

Authors Erik Bølviken, Ingrid Hobæk Haff

Publication date 4 November 2024

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/03461238.2024.2309987

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

• A lognormal model for insurance claims data
• Cumulative Frequency Functions
• Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
• Fitting multivariate Erlang mixtures to data: a roughness penalty approach
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
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• scientific article; zbMATH DE number 837911 (Why is no real title available?)
• scientific article; zbMATH DE number 854558 (Why is no real title available?)
• Maximum Likelihood Estimation of Misspecified Models
• Modeling loss data using composite models
• Modeling loss data using mixtures of distributions
• Modeling with Weibull-Pareto models
• Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
• MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION
• On composite lognormal-Pareto models
• Statistical Size Distributions in Economics and Actuarial Sciences

Cited in

(1)

• PowerBurr regression model for heavy-tailed loss data and its application

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