Modelling insurance data with the Pareto arctan distribution

DOI10.1017/ASB.2015.9MaRDI QIDQ4563752zbMATH OpenOpenAlexFDO

Authors Emilio Gómez-Déniz, E. Calderín-Ojeda

Publication date 4 June 2018

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/asb.2015.9

zbMATH Keywords

thresholdPareto distributionlosslimited expected valueshifted lognormal distributionStoppa distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

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• Folded and log-folded-tdistributions as models for insurance loss data
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• Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
• Modeling with Weibull-Pareto models
• New composite models for the Danish fire insurance data
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• The Ubiquitous π

Cited in

(12)

• The arctan family of distributions: New results with applications
• On the estimation of the variability in the distribution tail
• On the usefulness of the logarithmic skew normal distribution for describing claims size data
• Folded and log-folded-tdistributions as models for insurance loss data
• Modelling income data using two extensions of the exponential distribution
• Application of the Pareto positive stable distribution in insurance claim
• On a new generalization of Pareto distribution and its applications
• On generalized log-Moyal distribution: a new heavy tailed size distribution
• The Geometric ArcTan distribution with applications to model demand for health services
• Assessing the performance of the discrete generalised Pareto distribution in modelling non-life insurance claims
• Estimation of lifetime parameters of the modified extended exponential distribution with application to a mechanical model
• Odd Pareto families of distributions for modeling loss payment data

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