Modeling loss data using composite models

DOI10.1016/j.insmatheco.2014.08.008zbMath1314.91130OpenAlexW1979775918MaRDI QIDQ2347105

Yanyan Li

Publication date: 26 May 2015

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

Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/modeling-loss-data-using-composite-models(f930b3d3-7178-453f-bfcf-3c5ed76dc1ab).html

zbMATH Keywords

risk measuresheavy tailed distributionsallocated loss adjustment expenses datacomposite Weibull modelsDanish fire insurance data

Mathematics Subject Classification ID

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Uses Software

• actuar

Cites Work

• Unnamed Item
• Estimating the dimension of a model
• Fitting bivariate loss distributions with copulas
• Skew mixture models for loss distributions: a Bayesian approach
• New composite models for the Danish fire insurance data
• Bayes Factors
• Modeling with Weibull-Pareto Models
• Modeling actuarial data with a composite lognormal-Pareto model
• On composite lognormal-Pareto models
• Heavy-Tail Phenomena
• Understanding Relationships Using Copulas
• A new look at the statistical model identification

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