Bayesian estimators of the lognormal–Pareto composite distribution

DOI10.1080/03461238.2013.853368zbMath1401.91120OpenAlexW1965216026MaRDI QIDQ4576910

Chin-I. Cheng, Kahadawala Cooray

Publication date: 11 July 2018

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

Full work available at URL: https://doi.org/10.1080/03461238.2013.853368

zbMATH Keywords

Fisher informationgoodness-of-fit testsMetropolis-Hastings algorithmlognormal distributionPareto distribution

Mathematics Subject Classification ID

Related Items (4)

Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution ⋮ Bayesian predictive analysis for Weibull-Pareto composite model with an application to insurance data ⋮ Dirichlet process mixture models for insurance loss data ⋮ Heavy tailed modeling of automobile claim data from Ghana

Cites Work

• Composite Lognormal–Pareto model with random threshold
• The Weibull–Pareto Composite Family with Applications to the Analysis of Unimodal Failure Rate Data
• Modeling with Weibull-Pareto Models
• Modeling actuarial data with a composite lognormal-Pareto model
• On composite lognormal-Pareto models
• Sequential One-Sample Grouped Signed Rank Tests for Symmetry: Basic Procedures
• “Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database,” Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003
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