New composite models for the Danish fire insurance data

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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A new look at the statistical model identification
On composite lognormal-Pareto models
Non-Parametric Bayesian Inference on Bivariate Extremes
Modeling actuarial data with a composite lognormal-Pareto model
Parameter estimation of a bivariate compound Poisson process
A hybrid Pareto model for asymmetric fat-tailed data: the univariate case
Fitting and validation of a bivariate model for large claims
Bayesian estimation of finite time ruin probabilities
Computational Science - ICCS 2004

Cited In (34)

A NEW MODEL FOR DATA WITH STRUCTURAL CHANGE AT THRESHOLD: COMPOSITE EXPONENTIAL-LOGNORMAL MODEL
Methods for generating families of univariate continuous distributions in the recent decades
A new extended-\(X\) family of distributions: properties and applications
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
Risk measure estimation under two component mixture models with trimmed data
On generalized log-Moyal distribution: a new heavy tailed size distribution
Compound unimodal distributions for insurance losses
On the composite Lognormal–Pareto distribution with uncertain threshold
Parameter estimation for power function-lognormal composite distribution
Modeling loss data using composite models
Using Model Averaging to Determine Suitable Risk Measure Estimates
Two-sided distributions with applications in insurance loss modeling
Modeling loss data using mixtures of distributions
Exact distribution of the sample median of a jump type distribution on a bounded domain
Extending composite loss models using a general framework of advanced computational tools
Fat-Tailed Regression Modeling with Spliced Distributions
The exponential T-X family of distributions: properties and an application to insurance data
Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision
Modeling claims data with composite Stoppa models
New Folded Models for the Log-Transformed Norwegian Fire Claim Data
Heavy tailed modeling of automobile claim data from Ghana
Estimation of lifetime parameters of the modified extended exponential distribution with application to a mechanical model
MODELLING INSURANCE DATA WITH THE PARETO ARCTAN DISTRIBUTION
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
Soft splicing model: bridging the gap between composite model and finite mixture model
Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION

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