Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model

DOI10.1080/03610926.2022.2050399arXiv2108.06454OpenAlexW3193941320MaRDI QIDQ6078226

Bo Wen Liu, Malwane M. A. Ananda

Publication date: 24 October 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.06454

zbMATH Keywords

goodness-of-fitPareto distributioncomposite modelsexponentiated modelsinsurance data modelinginverse-Gamma distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
• Modeling loss data using composite models
• Exponentiated beta distributions
• The Exponentiated Gamma Distribution with Application to Drought Data
• Regression and time series model selection in small samples
• Generalized exponential distributions
• Model Selection and Multimodel Inference
• Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution
• Extending composite loss models using a general framework of advanced computational tools
• Exponentiated Pareto distributions
• Modeling actuarial data with a composite lognormal-Pareto model
• On composite lognormal-Pareto models

This page was built for publication: Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model