Burr regression and portfolio segmentation

DOI10.1016/S0167-6687(98)00045-6MaRDI QIDQ1282142zbMATH OpenOpenAlexFDO

Authors J. Beirlant, Yuri Goegebeur, Robert Verlaak, Petra Vynckier

Publication date 28 March 1999

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6687(98)00045-6

zbMATH Keywords

regression modelsBurr distributionfire insurancerisk tarification

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• The beta Burr III model for lifetime data
• Log-Burr XII regression models with censored data
• Two Extended Burr Models: Theory and Practice
• Extended Burr XII regression models: theory and applications
• Phase-type distributions for claim severity regression modeling

Cites work

• scientific article; zbMATH DE number 3831077 (Why is no real title available?)
• scientific article; zbMATH DE number 3860238 (Why is no real title available?)
• scientific article; zbMATH DE number 3879889 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 1082202 (Why is no real title available?)
• A guide to the Burr type XII distributions
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
• Cumulative Frequency Functions
• Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
• The asymptotic properties of ML estimators when sampling from associated populations

Cited in

(20)

• Kernel estimators for the second order parameter in extreme value statistics
• A note on the stochastic EM algorithm based on left truncated right censored data from Burr XII distribution
• Regression with response distributions of Pareto-type
• Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model
• A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data
• “Toward a Unified Approach to Fitting Loss Models”, Stuart Klugman and Jacques Rioux, January 2006
• On generalized log-Moyal distribution: a new heavy tailed size distribution
• Modelling losses using an exponential-inverse Gaussian distribution
• Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
• A generalized Burr mixture autoregressive models for modeling non linear time series
• Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data
• On the unit Burr-XII distribution with the quantile regression modeling and applications
• A bivariate model of claim frequencies and severities
• A new R package for actuarial survival models
• Heavy-tailed longitudinal data modeling using copulas
• Estimation of the third-order parameter in extreme value statistics
• Bayesian inference for double Pareto lognormal queues
• Severity modeling of extreme insurance claims for tariffication
• Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling
• The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes

Describes a project that uses

Uses Software

• nag
• NAG

This page was built for publication: Burr regression and portfolio segmentation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1282142)