Modeling actuarial data with a composite lognormal-Pareto model
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Publication:5430552
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Cites work
- scientific article; zbMATH DE number 3844883 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 1128584 (Why is no real title available?)
- “Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database,” Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003
Cited in
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- Composite lognormal-Pareto model with random threshold
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- Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks
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- Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data
- On composite Pareto models
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
- The exponential T-X family of distributions: properties and an application to insurance data
- Extending composite loss models using a general framework of advanced computational tools
- Fat-Tailed Regression Modeling with Spliced Distributions
- Sequential Monte Carlo samplers to fit and compare insurance loss models
- Comparisons of the largest order statistics under general exponential Pareto distribution
- Two lognormal models for real data
- The \(T-R \{Y\}\) power series family of probability distributions
- Finite-sample performance of the T- and W-estimators for the Pareto tail index under data truncation and censoring
- Robust estimation of loss models for lognormal insurance payment severity data
- Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model
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- Modeling severity and measuring tail risk of Norwegian fire claims
- A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting
- A new class of skew distributions with climate data analysis
- Modeling claims data with composite Stoppa models
- Bayesian estimators of the lognormal-Pareto composite distribution
- On the truncated composite Weibull--Pareto model
- Using model averaging to determine suitable risk measure estimates
- Folded and log-folded-tdistributions as models for insurance loss data
- An actuarial model based on the composite Weibull-Pareto distribution
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
- Heavy tailed modeling of automobile claim data from Ghana
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- Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model
- Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model
- Deep quantile and deep composite triplet regression
- Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims
- Modelling Earthquakes: Characterizing Magnitudes and Inter-Arrival Times
- A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data
- Modelling extreme claims via composite models and threshold selection methods
- Mixture Composite Regression Models with Multi-type Feature Selection
- A new inverse extended Weibull distribution for modelling insurance loss data
- The Weibull–Pareto Composite Family with Applications to the Analysis of Unimodal Failure Rate Data
- Analyzing survival data with highly negatively skewed distribution: the Gompertz-sinh family
- scientific article; zbMATH DE number 7508942 (Why is no real title available?)
- Soft splicing model: bridging the gap between composite model and finite mixture model
- Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution
- Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data
- Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
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