Toward a Unified Approach to Fitting Loss Models

DOI10.1080/10920277.2006.10596240zbMath1479.91331OpenAlexW1491952655MaRDI QIDQ5018709

Jacques Rioux, Stuart Klugman

Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2006.10596240

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (8)

Asymptotic properties for distributions and densities of extremes from generalized gamma distribution ⋮ Fitting the Erlang mixture model to data via a GEM-CMM algorithm ⋮ Valuing catastrophe bonds involving correlation and CIR interest rate model ⋮ FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM ⋮ Estimating a tail of the mixture of log-normal and inverse Gaussian distribution ⋮ On modeling left-truncated loss data using mixtures of distributions ⋮ Modeling loss data using mixtures of distributions ⋮ Modeling Insurance Claims with Extreme Observations: Transformed Kernel Density and Generalized Lambda Distribution

Cites Work

• Estimating the dimension of a model
• Survival analysis. Techniques for censored and truncated data
• Statistical Size Distributions in Economics and Actuarial Sciences
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Toward a Unified Approach to Fitting Loss Models