A class of claim distributions: Properties, characterizations and applications to insurance claim data
From MaRDI portal
(Redirected from Publication:6587720)
Cites work
- A discrete version of the half-normal distribution and its generalization with applications
- A new look at the inverse Gaussian distribution with applications to insurance and economic data
- A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
- Application of Coherent Risk Measures to Capital Requirements in Insurance
- Bounds and approximations for sums of dependent log-elliptical random variables
- Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution
- Compound unimodal distributions for insurance losses
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses
- Financial Data Analysis with Two Symmetric Distributions
- Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions
- Folded and log-folded-tdistributions as models for insurance loss data
- Generalized inverse Lindley distribution with application to Danish fire insurance data
- scientific article; zbMATH DE number 4026546 (Why is no real title available?)
- Loss models. From data to decisions
- Modeling actuarial data with a composite lognormal-Pareto model
- Modeling claims data with composite Stoppa models
- Modeling loss data using composite models
- Modeling loss data using mixtures of distributions
- Modeling with Weibull-Pareto models
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
- Modelling losses using an exponential-inverse Gaussian distribution
- New composite models for the Danish fire insurance data
- On composite lognormal-Pareto models
- On generalized log-Moyal distribution: a new heavy tailed size distribution
- On the distribution of the (un)bounded sum of random variables
- Skew mixture models for loss distributions: a Bayesian approach
- Some consequences of a characterization theorem based on truncated moments
Cited in
(2)
This page was built for publication: A class of claim distributions: Properties, characterizations and applications to insurance claim data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6587720)