Modeling claims data with composite Stoppa models

DOI10.1080/03461238.2015.1034763zbMath1401.62205OpenAlexW2060605235MaRDI QIDQ4575378

Chun Fung Kwok, Enrique Calderín Ojeda

Publication date: 13 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11343/120649

zbMATH Keywords

bootstrapgoodness-of-fitWeibull distributionLognormal distributioncomposite modelDanish fire lossesStoppa distributionspliced model

Mathematics Subject Classification ID

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• Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
• Loss Models

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