Modeling loss data using composite models
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Cites work
- A new look at the statistical model identification
- Bayes Factors
- Estimating the dimension of a model
- Fitting bivariate loss distributions with copulas
- Heavy-Tail Phenomena
- Loss models. From data to decisions
- Modeling actuarial data with a composite lognormal-Pareto model
- Modeling with Weibull-Pareto models
- New composite models for the Danish fire insurance data
- On composite lognormal-Pareto models
- Skew mixture models for loss distributions: a Bayesian approach
- Understanding Relationships Using Copulas
Cited in
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- Modeling actuarial data using iterated trigonometric distributions
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- A NEW MODEL FOR DATA WITH STRUCTURAL CHANGE AT THRESHOLD: COMPOSITE EXPONENTIAL-LOGNORMAL MODEL
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- Finite mixtures of multivariate skew tail-inflated normal distributions
- Dirichlet process mixture models for insurance loss data
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- Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures
- New composite models for the Danish fire insurance data
- 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
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- On generalized log-Moyal distribution: a new heavy tailed size distribution
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- New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles
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- From grouped to de-grouped data: a new approach in distribution fitting for grouped data
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- Modeling heavy-tails with two-piece Burr distributions via conditional values-at-risk
- Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data
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