Modeling claims data with composite Stoppa models
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Publication:4575378
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Cites work
- A modified Kolmogorov-Smirnov test sensitive to tail alternatives
- An actuarial model based on the composite Weibull-Pareto distribution
- Composite lognormal-Pareto model with random threshold
- Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
- Goodness-of-fit tests when parameters are estimated
- Loss Models
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Modeling actuarial data with a composite lognormal-Pareto model
- Modeling with Weibull-Pareto models
- New composite models for the Danish fire insurance data
- New goodness-of-fit tests for Pareto distributions
- On composite lognormal-Pareto models
- Statistical Size Distributions in Economics and Actuarial Sciences
Cited in
(25)- A NEW MODEL FOR DATA WITH STRUCTURAL CHANGE AT THRESHOLD: COMPOSITE EXPONENTIAL-LOGNORMAL MODEL
- Mixture modeling of data with multiple partial right-censoring levels
- Dirichlet process mixture models for insurance loss data
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
- 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
- Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm
- Composite models with underlying folded distributions
- Modelling insurance losses using a new beta power transformed family of distributions
- On generalized log-Moyal distribution: a new heavy tailed size distribution
- A New Class of Severity Regression Models with an Application to IBNR Prediction
- On the composite Lognormal–Pareto distribution with uncertain threshold
- A family of density-hazard distributions for insurance losses
- Parameter estimation for power function-lognormal composite distribution
- The arcsine exponentiated-\(X\) family: validation and insurance application
- Two-sided distributions with applications in insurance loss modeling
- 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
- On modeling left-truncated loss data using mixtures of distributions
- Using model averaging to determine suitable risk measure estimates
- About canonical Kähler metrics on Mumford semistable projective bundles over a curve
- A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data
- Mixture Composite Regression Models with Multi-type Feature Selection
- From grouped to de-grouped data: a new approach in distribution fitting for grouped data
- Soft splicing model: bridging the gap between composite model and finite mixture model
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