Heavy tailed modeling of automobile claim data from Ghana

DOI10.1016/J.CAM.2021.113947zbMath1478.62313OpenAlexW3215280116MaRDI QIDQ2068638

Charles Kwofie, Saralees Nadarajah

Publication date: 20 January 2022

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2021.113947

zbMATH Keywords

mixturelognormal distributioninverse Burr distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Uses Software

• Unnamed Item
• CompLognormal

Cites Work

• Unnamed Item
• Estimating the dimension of a model
• Composite Lognormal–Pareto model with random threshold
• New composite models for the Danish fire insurance data
• Bayesian estimators of the lognormal–Pareto composite distribution
• Estimation of the Lognormal-Pareto Distribution Using Probability Weighted Moments and Maximum Likelihood
• Modeling actuarial data with a composite lognormal-Pareto model
• On composite lognormal-Pareto models
• A new look at the statistical model identification

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