Odd Pareto families of distributions for modeling loss payment data

DOI10.1080/03461238.2017.1280527zbMath1416.91208OpenAlexW2580897541MaRDI QIDQ4583600

Kahadawala Cooray, Nonhle Channon Mdziniso

Publication date: 31 August 2018

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

Full work available at URL: https://doi.org/10.1080/03461238.2017.1280527

zbMATH Keywords

momentshazard functionPareto distributioncoverage probabilities

Mathematics Subject Classification ID

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

Related Items (4)

The Kumaraswamy transmuted Pareto distribution ⋮ Unnamed Item ⋮ Gibbs posterior inference on value-at-risk ⋮ Valid Model-Free Prediction of Future Insurance Claims

Uses Software

• ismev

Cites Work

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• Folded and log-folded-tdistributions as models for insurance loss data
• The beta-Pareto distribution
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Modeling failure time data by lehman alternatives
• Regarding folded models and the paper by Brazauskas and Kleefeld (2011)
• Authors’ Reply to ‘Letter to the Editor regarding folded models and the paper by Brazauskas and Kleefeld (2011)’
• Generalization of the Weibull distribution: the odd Weibull family
• Exponentiated Pareto distributions
• Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims
• An introduction to statistical modeling of extreme values

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