Burr regression and portfolio segmentation

DOI10.1016/S0167-6687(98)00045-6zbMath0952.62092OpenAlexW2024477627MaRDI QIDQ1282142

Yuri Goegebeur, Jan Beirlant, Robert Verlaak, Petra Vynckier

Publication date: 28 March 1999

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(98)00045-6

zbMATH Keywords

regression modelsBurr distributionfire insurancerisk tarification

Mathematics Subject Classification ID

Related Items (17)

Modelling losses using an exponential-inverse Gaussian distribution ⋮ Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance ⋮ Bayesian inference for double Pareto lognormal queues ⋮ Estimation of the third-order parameter in extreme value statistics ⋮ Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model ⋮ On generalized log-Moyal distribution: a new heavy tailed size distribution ⋮ GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA ⋮ Regression with response distributions of Pareto-type ⋮ A new R package for actuarial survival models ⋮ Kernel estimators for the second order parameter in extreme value statistics ⋮ A bivariate model of claim frequencies and severities ⋮ Severity modeling of extreme insurance claims for tariffication ⋮ On the unit Burr-XII distribution with the quantile regression modeling and applications ⋮ Heavy-tailed longitudinal data modeling using copulas ⋮ The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes ⋮ Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling ⋮ “Toward a Unified Approach to Fitting Loss Models”, Stuart Klugman and Jacques Rioux, January 2006

Uses Software

• NAG
• nag

Cites Work

• The asymptotic properties of ML estimators when sampling from associated populations
• A guide to the Burr type XII distributions
• Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
• Cumulative Frequency Functions
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