On modeling left-truncated loss data using mixtures of distributions
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DOI10.1016/J.INSMATHECO.2018.12.001zbMATH Open1415.62076OpenAlexW2906092815WikidataQ128776091 ScholiaQ128776091MaRDI QIDQ124235FDOQ124235
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Cites work
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- Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
- Composite lognormal-Pareto model with random threshold
- Estimating the dimension of a model
- Finite mixture models
- Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
- Loss models. From data to decisions
- Model Selection and Multimodel Inference
- Model-Based Clustering, Discriminant Analysis, and Density Estimation
- Modeling claims data with composite Stoppa 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
- On composite lognormal-Pareto models
- Science and Statistics
- Toward a unified approach to fitting loss models
Cited in
(24)- Gamma mixture density networks and their application to modelling insurance claim amounts
- Mixture modeling of data with multiple partial right-censoring levels
- Modelling catastrophe claims with left-truncated severity distributions
- Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models
- Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
- Modeling loss data using mixtures of distributions
- Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm
- scientific article; zbMATH DE number 6125206 (Why is no real title available?)
- Risk measure estimation under two component mixture models with trimmed data
- ltmix
- Toward a unified approach to fitting loss models
- Mixture Composite Regression Models with Multi-type Feature Selection
- 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
- 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
- Extending composite loss models using a general framework of advanced computational tools
- Two-part models for assessing misrepresentation on risk status
- Fitting mixed-effects models when data are left truncated
- Robust estimation of loss models for lognormal insurance payment severity data
- Using model averaging to determine suitable risk measure estimates
- Soft splicing model: bridging the gap between composite model and finite mixture model
- The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures
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