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
(61)- On modeling left-truncated loss data using mixtures of distributions
- Compound unimodal distributions for insurance losses
- 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
- A new lifetime exponential-X family of distributions with applications to reliability data
- The exponential T-X family of distributions: properties and an application to insurance data
- Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model
- A new class of copula regression models for modelling multivariate heavy-tailed data
- Modeling right-skewed financial data streams: a likelihood inference based on the generalized Birnbaum-Saunders mixture model
- The arcsine exponentiated-\(X\) family: validation and insurance application
- A new extended-\(X\) family of distributions: properties and applications
- Mixture modeling of data with multiple partial right-censoring levels
- Composite models with underlying folded distributions
- Modeling loss data using mixtures of distributions
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
- On the truncated composite Weibull--Pareto model
- Modeling claims data with composite Stoppa models
- New composite models for the Danish fire insurance data
- Odd Pareto families of distributions for modeling loss payment data
- Dirichlet process mixture models for insurance loss data
- Using model averaging to determine suitable risk measure estimates
- Risk measure estimation under two component mixture models with trimmed data
- A family of density-hazard distributions for insurance losses
- New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles
- Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data
- From grouped to de-grouped data: a new approach in distribution fitting for grouped data
- 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
- Modeling with Weibull-Pareto models
- 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
- Nonparametric inference for VaR, CTE, and expectile with high-order precision
- Focussed selection of the claim severity distribution
- Dichotomous unimodal compound models: application to the distribution of insurance losses
- Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures
- Loss Models
- POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk
- Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model
- Sequential Monte Carlo samplers to fit and compare insurance loss models
- 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
- Model-based clustering using a new multivariate skew distribution
- 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
- On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach
- New generalized extreme value distribution with applications to extreme temperature data
- Loss modeling with many-parameter 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 Bayesian approach for modeling heavy tailed insurance claim data based on the contaminated lognormal distribution
- Modeling heavy-tails with two-piece Burr distributions via conditional values-at-risk
- Modeling actuarial data using iterated trigonometric distributions
- Finite mixtures of multivariate skew tail-inflated normal distributions
- Hidden semi-Markov models for rainfall-related insurance claims
- Enriched truncated exponentiated generalized family of distributions with application to heavy-tailed data
- A smooth hazard-blend composite model for heavy-tailed loss data: Bayesian and frequentist comparisons with applications in actuarial science
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