Compound unimodal distributions for insurance losses
From MaRDI portal
Publication:1667415
DOI10.1016/J.INSMATHECO.2017.10.007zbMATH Open1416.91217OpenAlexW2766093083MaRDI QIDQ1667415FDOQ1667415
Authors: Antonio Punzo, Luca Bagnato, Antonello Maruotti 
Publication date: 28 August 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.10.007
Recommendations
- Dichotomous unimodal compound models: application to the distribution of insurance losses
- Modeling loss data using composite models
- Univariate and bivariate compound models based on random sum of variates with application to the insurance losses data
- Modeling loss data using mixtures of distributions
- CMPH: a multivariate phase-type aggregate loss distribution
Probability distributions: general theory (60E05) Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
- Estimating the dimension of a model
- A new look at the statistical model identification
- Modeling with Weibull-Pareto models
- Title not available (Why is that?)
- Modeling loss data using composite models
- Loss models. From data to decisions
- Understanding Relationships Using Copulas
- Compounding of distributions: a survey and new generalized classes
- Title not available (Why is that?)
- Probability density function estimation using gamma kernels
- Finite mixtures of unimodal beta and gamma densities and the \(k\)-bumps algorithm
- A new class of models for heavy tailed distributions in finance and insurance risk
- Skew mixture models for loss distributions: a Bayesian approach
- Multivariate skew-normal distributions with applications in insurance
- Modeling actuarial data with a composite lognormal-Pareto model
- Skewed bivariate models and nonparametric estimation for the CTE risk measure
- Regression modeling with actuarial and financial applications.
- Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models?
- Kernel density estimation of actuarial loss functions
- The EM Algorithm and Related Statistical Models
- Numerical maximisation of likelihood: a neglected alternative to EM?
- Density approximations and VaR computation for compound Poisson-lognormal distributions
- Bivariate discrete beta kernel graduation of mortality data
- Heavy-tailed distributions and robustness in economics and finance
- Notes on discrete compound Poisson model with applications to risk theory
- New composite models for the Danish fire insurance data
- Modeling severity and measuring tail risk of Norwegian fire claims
Cited In (26)
- Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions
- Mixtures of multivariate contaminated normal regression models
- A class of claim distributions: Properties, characterizations and applications to insurance claim data
- A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data
- 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
- On generalized log-Moyal distribution: a new heavy tailed size distribution
- A new lifetime exponential-\(X\) family of distributions with applications to reliability data
- A family of density-hazard distributions for insurance losses
- 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
- 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
- The exponential T-X family of distributions: properties and an application to insurance data
- Modeling the cryptocurrency return distribution via Laplace scale mixtures
- Robust estimation of loss models for lognormal insurance payment severity data
- Loss modeling with many-parameter distributions
- Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions
- Using model averaging to determine suitable risk measure estimates
- 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
- Univariate and bivariate compound models based on random sum of variates with application to the insurance losses data
- From grouped to de-grouped data: a new approach in distribution fitting for grouped data
- Cluster weighted beta regression: a simulation study
- Hidden semi-Markov-switching quantile regression for time series
- Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
Uses Software
This page was built for publication: Compound unimodal distributions for insurance losses
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1667415)
