Composite models with underlying folded distributions
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Publication:2226306
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Cites work
- A new look at the statistical model identification
- Composite lognormal-Pareto model with random threshold
- Estimating the dimension of a model
- Extending composite loss models using a general framework of advanced computational tools
- Folded and log-folded-tdistributions as models for insurance loss data
- Loss models. From data to decisions
- Modeling actuarial data with a composite lognormal-Pareto model
- Modeling claims data with composite Stoppa models
- Modeling loss data using composite models
- Modeling severity and measuring tail risk of Norwegian fire claims
- Modeling with Weibull-Pareto models
- New composite models for the Danish fire insurance data
- New Folded Models for the Log-Transformed Norwegian Fire Claim Data
- On composite lognormal-Pareto models
Cited in
(6)- Goodness-of-fit procedures for compound distributions with an application to insurance
- Modeling loss data using composite models
- Extending composite loss models using a general framework of advanced computational tools
- A folded model for compositional data analysis
- Sequential Monte Carlo samplers to fit and compare insurance loss models
- Two-sided distributions with applications in insurance loss modeling
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