New composite models for the Danish fire insurance data

DOI10.1080/03461238.2012.695748zbMath1401.91177OpenAlexW2126000461MaRDI QIDQ4576845

Shaiful Anuar Abu Bakar, Saralees Nadarajah

Publication date: 11 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2012.695748

zbMATH Keywords

estimationlognormal distributioncomposite models

Mathematics Subject Classification ID

Related Items (26)

Risk measure estimation under two component mixture models with trimmed data ⋮ Estimation of lifetime parameters of the modified extended exponential distribution with application to a mechanical model ⋮ MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION ⋮ MODELLING INSURANCE DATA WITH THE PARETO ARCTAN DISTRIBUTION ⋮ Compound unimodal distributions for insurance losses ⋮ Modeling claims data with composite Stoppa models ⋮ Dirichlet process mixture models for insurance loss data ⋮ Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions ⋮ Parameter estimation for power function-lognormal composite distribution ⋮ Mixture Composite Regression Models with Multi-type Feature Selection ⋮ Soft splicing model: bridging the gap between composite model and finite mixture model ⋮ A new extended-\(X\) family of distributions: properties and applications ⋮ Composite models with underlying folded distributions ⋮ Fat-Tailed Regression Modeling with Spliced Distributions ⋮ On generalized log-Moyal distribution: a new heavy tailed size distribution ⋮ 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 ⋮ The exponential T-X family of distributions: properties and an application to insurance data ⋮ Modeling loss data using mixtures of distributions ⋮ A NEW MODEL FOR DATA WITH STRUCTURAL CHANGE AT THRESHOLD: COMPOSITE EXPONENTIAL-LOGNORMAL MODEL ⋮ Heavy tailed modeling of automobile claim data from Ghana ⋮ Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision ⋮ Modeling loss data using composite models ⋮ Modelling insurance losses using a new beta power transformed family of distributions ⋮ On the composite Lognormal–Pareto distribution with uncertain threshold ⋮ Using Model Averaging to Determine Suitable Risk Measure Estimates

Uses Software

• R
• actuar

Cites Work

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

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