Soft splicing model: bridging the gap between composite model and finite mixture model
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Cites work
- A class of mixture of experts models for general insurance: theoretical developments
- A dynamical mixture model for unsupervised tail estimation without threshold selection
- A simple general approach to inference about the tail of a distribution
- Accounting for the threshold uncertainity in extreme value estimation
- Composite lognormal-Pareto model with random threshold
- Extending composite loss models using a general framework of advanced computational tools
- Fat-tailed regression modeling with spliced distributions
- Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models
- Loss models. From data to decisions
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
- Mixture Composite Regression Models with Multi-type Feature Selection
- Modeling actuarial data with a composite lognormal-Pareto model
- Modeling claims data with composite Stoppa models
- Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
- 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 extreme claims via composite models and threshold selection methods
- New composite models for the Danish fire insurance data
- On composite lognormal-Pareto models
- On modeling left-truncated loss data using mixtures of distributions
- Severity modeling of extreme insurance claims for tariffication
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