Modeling with Weibull-Pareto Models
From MaRDI portal
Publication:5168694
DOI10.1080/10920277.2012.10590640zbMath1291.62186OpenAlexW1965839573MaRDI QIDQ5168694
Chenchen Sun, David P. M. Scollnik
Publication date: 19 July 2014
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2012.10590640
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
Related Items
Risk measure estimation under two component mixture models with trimmed data ⋮ A family of density-hazard distributions for insurance losses ⋮ MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION ⋮ MODELLING INSURANCE DATA WITH THE PARETO ARCTAN DISTRIBUTION ⋮ Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution ⋮ Compound unimodal distributions for insurance losses ⋮ Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data ⋮ Modeling claims data with composite Stoppa models ⋮ Bayesian estimators of the lognormal–Pareto composite distribution ⋮ Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions ⋮ Finite-sample performance of the T- and W-estimators for the Pareto tail index under data truncation and censoring ⋮ Sequential Monte Carlo samplers to fit and compare insurance loss models ⋮ From grouped to de-grouped data: a new approach in distribution fitting for grouped data ⋮ 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 ⋮ Computing and Estimating Distortion Risk Measures: How to Handle Analytically Intractable Cases? ⋮ Portfolio Optimization under Solvency Constraints: A Dynamical Approach ⋮ Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims ⋮ Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution ⋮ Composite models with underlying folded distributions ⋮ ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA ⋮ On generalized log-Moyal distribution: a new heavy tailed size distribution ⋮ GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA ⋮ A New Class of Severity Regression Models with an Application to IBNR Prediction ⋮ Matching tower information with piecewise Pareto ⋮ Extending composite loss models using a general framework of advanced computational tools ⋮ On modeling left-truncated loss data using mixtures of distributions ⋮ The exponential T-X family of distributions: properties and an application to insurance data ⋮ Modeling loss data using mixtures of distributions ⋮ 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 ⋮ Using Model Averaging to Determine Suitable Risk Measure Estimates
Cites Work
