Modeling claims data with composite Stoppa models
From MaRDI portal
Recommendations
- Modeling loss data using composite models
- Modelling extreme claims via composite models and threshold selection methods
- Empirical investigation of insurance claim dependencies using mixture models
- Fitting Tweedie's compound poisson model to insurance claims data
- Multilevel modeling of insurance claims using copulas
- An approach to model complex high-dimensional insurance data
- Fitting and validation of a bivariate model for large claims
Cites work
- A modified Kolmogorov-Smirnov test sensitive to tail alternatives
- An actuarial model based on the composite Weibull-Pareto distribution
- Composite lognormal-Pareto model with random threshold
- Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
- Goodness-of-fit tests when parameters are estimated
- Loss Models
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Modeling actuarial data with a composite lognormal-Pareto model
- Modeling with Weibull-Pareto models
- New composite models for the Danish fire insurance data
- New goodness-of-fit tests for Pareto distributions
- On composite lognormal-Pareto models
- Statistical Size Distributions in Economics and Actuarial Sciences
Cited in
(29)- On modeling left-truncated loss data using mixtures of distributions
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
- On generalized log-Moyal distribution: a new heavy tailed size distribution
- The arcsine exponentiated-\(X\) family: validation and insurance application
- Mixture modeling of data with multiple partial right-censoring levels
- Composite models with underlying folded distributions
- About canonical Kähler metrics on Mumford semistable projective bundles over a curve
- Dirichlet process mixture models for insurance loss data
- Using model averaging to determine suitable risk measure estimates
- A family of density-hazard distributions for insurance losses
- From grouped to de-grouped data: a new approach in distribution fitting for grouped 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
- Extending composite loss models using a general framework of advanced computational tools
- A NEW MODEL FOR DATA WITH STRUCTURAL CHANGE AT THRESHOLD: COMPOSITE EXPONENTIAL-LOGNORMAL MODEL
- Modelling insurance losses using a new beta power transformed family of distributions
- On the composite Lognormal–Pareto distribution with uncertain threshold
- 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
- 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
- A class of claim distributions: Properties, characterizations and applications to insurance claim data
- Two-sided distributions with applications in insurance loss modeling
- 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 heavy-tails with two-piece Burr distributions via conditional values-at-risk
- A smooth hazard-blend composite model for heavy-tailed loss data: Bayesian and frequentist comparisons with applications in actuarial science
This page was built for publication: Modeling claims data with composite Stoppa models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4575378)
