MODELLING INSURANCE DATA WITH THE PARETO ARCTAN DISTRIBUTION
From MaRDI portal
Publication:4563752
DOI10.1017/ASB.2015.9zbMATH Open1390.62207OpenAlexW2235427175MaRDI QIDQ4563752FDOQ4563752
E. Calderín-Ojeda, Emilio Gómez-Déniz
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
thresholdPareto distributionlosslimited expected valueshifted lognormal distributionStoppa distribution
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Modeling with Weibull-Pareto Models
- Loss Models
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
- Statistical Size Distributions in Economics and Actuarial Sciences
- Folded and log-folded-tdistributions as models for insurance loss data
- Regarding folded models and the paper by Brazauskas and Kleefeld (2011)
- Authors’ Reply to ‘Letter to the Editor regarding folded models and the paper by Brazauskas and Kleefeld (2011)’
- Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data
- New Goodness-of-Fit Tests for Pareto Distributions
- About a class of max-stable families with applications to income distributions
- The Ubiquitous π
- Pricing Excess of Loss Reinsurance with Reinstatements
- New composite models for the Danish fire insurance data
Cited In (10)
- On the usefulness of the logarithmic skew normal distribution for describing claims size data
- Modelling income data using two extensions of the exponential distribution
- On generalized log-Moyal distribution: a new heavy tailed size distribution
- Assessing the performance of the discrete generalised Pareto distribution in modelling non-life insurance claims
- The arctan family of distributions: New results with applications
- The Geometric ArcTan distribution with applications to model demand for health services
- Folded and log-folded-tdistributions as models for insurance loss data
- Estimation of lifetime parameters of the modified extended exponential distribution with application to a mechanical model
- On the estimation of the variability in the distribution tail
- On a new generalization of Pareto distribution and its applications
This page was built for publication: MODELLING INSURANCE DATA WITH THE PARETO ARCTAN DISTRIBUTION
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4563752)
