Modeling claims data with composite Stoppa models
DOI10.1080/03461238.2015.1034763zbMATH Open1401.62205OpenAlexW2060605235MaRDI QIDQ4575378FDOQ4575378
Authors: E. Calderín-Ojeda, Chun Fung Kwok 
Publication date: 13 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11343/120649
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bootstrapWeibull distributiongoodness-of-fitLognormal distributioncomposite modelDanish fire lossesStoppa distributionspliced model
Exact distribution theory in statistics (62E15) Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
- Modeling with Weibull-Pareto models
- On composite lognormal-Pareto models
- Loss Models
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Composite lognormal-Pareto model with random threshold
- Goodness-of-fit tests when parameters are estimated
- Statistical Size Distributions in Economics and Actuarial Sciences
- Modeling actuarial data with a composite lognormal-Pareto model
- A modified Kolmogorov-Smirnov test sensitive to tail alternatives
- New goodness-of-fit tests for Pareto distributions
- Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
- New composite models for the Danish fire insurance data
- An actuarial model based on the composite Weibull-Pareto distribution
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
- A class of claim distributions: Properties, characterizations and applications to insurance claim data
- 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 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
- Modelling insurance losses using a new beta power transformed family of distributions
- Composite models with underlying folded distributions
- A New Class of Severity Regression Models with an Application to IBNR Prediction
- On generalized log-Moyal distribution: a new heavy tailed size distribution
- 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
- Two-sided distributions with applications in insurance loss modeling
- 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
- 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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