On modeling left-truncated loss data using mixtures of distributions
DOI10.1016/J.INSMATHECO.2018.12.001zbMATH Open1415.62076OpenAlexW2906092815WikidataQ128776091 ScholiaQ128776091MaRDI QIDQ124235FDOQ124235
Authors: Martin Blostein, Tatjana Miljkovic, Martin Blostein, Tatjana Miljkovic 
Publication date: March 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.12.001
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Cites Work
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- Choosing initial values for the EM algorithm for finite mixtures
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- Modeling loss data using mixtures of distributions
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Cited In (22)
- Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models
- Mixture modeling of data with multiple partial right-censoring levels
- Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm
- ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA
- Title not available (Why is that?)
- A New Class of Severity Regression Models with an Application to IBNR Prediction
- Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models
- Using Model Averaging to Determine Suitable Risk Measure Estimates
- Modeling loss data using mixtures of distributions
- Extending composite loss models using a general framework of advanced computational tools
- The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures
- ltmix
- Gamma mixture density networks and their application to modelling insurance claim amounts
- On automatic bias reduction for extreme expectile estimation
- Frequency-severity experience rating based on latent Markovian risk profiles
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
- Two-part models for assessing misrepresentation on risk status
- Mixture Composite Regression Models with Multi-type Feature Selection
- Fitting mixed-effects models when data are left truncated
- Modelling catastrophe claims with left-truncated severity distributions
- Soft splicing model: bridging the gap between composite model and finite mixture model
- Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
Uses Software
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