Modeling actuarial data with a composite lognormal-Pareto model
From MaRDI portal
Publication:5430552
DOI10.1080/03461230510009763zbMath1143.91027OpenAlexW1999420502MaRDI QIDQ5430552
Kahadawala Cooray, Malwane M. A. Ananda
Publication date: 16 December 2007
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230510009763
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (62)
Risk measure estimation under two component mixture models with trimmed data ⋮ Bayesian inference for extreme quantiles of heavy tailed distributions ⋮ Beyond lognormal inequality: the Lorenz flow structure ⋮ A family of density-hazard distributions for insurance losses ⋮ Modelling Earthquakes: Characterizing Magnitudes and Inter-Arrival Times ⋮ Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model ⋮ Average is over ⋮ MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II 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 ⋮ The \(T-R \{Y\}\) power series family of probability distributions ⋮ Modeling claims data with composite Stoppa models ⋮ New composite models for the Danish fire insurance data ⋮ Bayesian estimators of the lognormal–Pareto composite distribution ⋮ Dirichlet process mixture models for insurance loss data ⋮ Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions ⋮ The arcsine exponentiated-\(X\) family: validation and insurance application ⋮ 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 ⋮ Parameter estimation for power function-lognormal composite distribution ⋮ Mixture Composite Regression Models with Multi-type Feature Selection ⋮ Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models ⋮ Soft splicing model: bridging the gap between composite model and finite mixture model ⋮ Deep quantile and deep composite triplet regression ⋮ A new extended-\(X\) family of distributions: properties and applications ⋮ Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks ⋮ Mixture modeling of data with multiple partial right-censoring levels ⋮ Analyzing survival data with highly negatively skewed distribution: The Gompertz-sinh family ⋮ Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims ⋮ Skew mixture models for loss distributions: a Bayesian approach ⋮ Composite models with underlying folded distributions ⋮ Fat-Tailed Regression Modeling with Spliced Distributions ⋮ ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA ⋮ On generalized log-Moyal distribution: a new heavy tailed size distribution ⋮ A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting ⋮ GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA ⋮ Modeling with Weibull-Pareto Models ⋮ Unnamed Item ⋮ On composite lognormal-Pareto models ⋮ 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 ⋮ Modelling extreme claims via composite models and threshold selection methods ⋮ Second-order refined peaks-over-threshold modelling for heavy-tailed distributions ⋮ The Weibull–Pareto Composite Family with Applications to the Analysis of Unimodal Failure Rate Data ⋮ A NEW MODEL FOR DATA WITH STRUCTURAL CHANGE AT THRESHOLD: COMPOSITE EXPONENTIAL-LOGNORMAL MODEL ⋮ Heavy tailed modeling of automobile claim data from Ghana ⋮ The beta skew \(t\) distribution and its properties ⋮ Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model ⋮ Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision ⋮ Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model ⋮ A new class of skew distributions with climate data analysis ⋮ Dichotomous unimodal compound models: application to the distribution of insurance losses ⋮ Folded and log-folded-tdistributions as models for insurance loss data ⋮ Composite Lognormal–Pareto model with random threshold ⋮ Modeling loss data using composite models ⋮ A new family of heavy tailed distributions with an application to the heavy tailed insurance loss data ⋮ 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 ⋮ Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims
Cites Work
This page was built for publication: Modeling actuarial data with a composite lognormal-Pareto model
