New Folded Models for the Log-Transformed Norwegian Fire Claim Data

DOI10.1080/03610926.2013.793348zbMath1357.62076OpenAlexW1835359012MaRDI QIDQ2796943

Shaiful Anuar Abu Bakar, Saralees Nadarajah

Publication date: 30 March 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.793348

zbMATH Keywords

folded Cauchyfolded exponential powerfolded generalized \(t\)folded Gumbelfolded logistic

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

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A folded Laplace distribution ⋮ A family of density-hazard distributions for insurance losses ⋮ Estimation of lifetime parameters of the modified extended exponential distribution with application to a mechanical model ⋮ MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION ⋮ Odd Pareto families of distributions for modeling loss payment data ⋮ Dirichlet process mixture models for insurance loss data ⋮ Parameter estimation for power function-lognormal composite distribution ⋮ Computing and Estimating Distortion Risk Measures: How to Handle Analytically Intractable Cases? ⋮ Unnamed Item ⋮ Composite models with underlying folded distributions ⋮ ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS ⋮ Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families

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• The Folded Logistic Distribution
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