Compound unimodal distributions for insurance losses
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Cites work
- A new class of models for heavy tailed distributions in finance and insurance risk
- A new look at the statistical model identification
- Bivariate discrete beta kernel graduation of mortality data
- Compounding of distributions: a survey and new generalized classes
- Density approximations and VaR computation for compound Poisson-lognormal distributions
- Estimating the dimension of a model
- Finite mixtures of unimodal beta and gamma densities and the k-bumps algorithm
- Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models?
- Heavy-tailed distributions and robustness in economics and finance
- scientific article; zbMATH DE number 1082202 (Why is no real title available?)
- scientific article; zbMATH DE number 3338262 (Why is no real title available?)
- Kernel density estimation of actuarial loss functions
- Loss models. From data to decisions
- Modeling actuarial data with a composite lognormal-Pareto model
- Modeling loss data using composite models
- Modeling severity and measuring tail risk of Norwegian fire claims
- Modeling with Weibull-Pareto models
- Multivariate skew-normal distributions with applications in insurance
- New composite models for the Danish fire insurance data
- Notes on discrete compound Poisson model with applications to risk theory
- Numerical maximisation of likelihood: a neglected alternative to EM?
- Probability density function estimation using gamma kernels
- Regression modeling with actuarial and financial applications.
- Skew mixture models for loss distributions: a Bayesian approach
- Skewed bivariate models and nonparametric estimation for the CTE risk measure
- The EM Algorithm and Related Statistical Models
- Understanding Relationships Using Copulas
Cited in
(35)- Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace 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
- Univariate and bivariate compound models based on random sum of variates with application to the insurance losses data
- Modeling the cryptocurrency return distribution via Laplace scale mixtures
- 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
- Mixtures of multivariate contaminated normal regression models
- Cluster weighted beta regression: a simulation study
- Using model averaging to determine suitable risk measure estimates
- Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions
- A family of density-hazard distributions for insurance losses
- 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
- Extending composite loss models using a general framework of advanced computational tools
- Dichotomous unimodal compound models: application to the distribution of insurance losses
- A new family of heavy tailed distributions with an application to the heavy tailed insurance loss data
- Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
- A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data
- A class of claim distributions: Properties, characterizations and applications to insurance claim data
- Loss modeling with many-parameter distributions
- A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data
- Alternative skew Laplace scale mixtures for modeling data exhibiting high-peaked and heavy-tailed traits
- Asymmetric Laplace scale mixtures for the distribution of cryptocurrency returns
- Discrete mode-mixtures of unimodal positive distributions with an application to solar energy in South Africa
- A Bayesian approach for modeling heavy tailed insurance claim data based on the contaminated lognormal distribution
- Enriched lognormal models for income data
- A refreshing take on the inverted Dirichlet via a mode parameterization with some statistical illustrations
- Hidden semi-Markov models for rainfall-related insurance claims
- Robust estimation and diagnostic of generalized linear model for insurance losses: a weighted likelihood approach
- Generalized equilibrium distributions
- A smooth hazard-blend composite model for heavy-tailed loss data: Bayesian and frequentist comparisons with applications in actuarial science
- Hidden semi-Markov-switching quantile regression for time series
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