Loss Models

DOI10.1002/9780470391341zbMath1409.62001OpenAlexW4236965869MaRDI QIDQ4629295

Stuart Klugman, Gordon E. Willmot, Harry H. Panjer

Publication date: 21 March 2019

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/9780470391341

Mathematics Subject Classification ID

Related Items (27)

Zero-truncated negative binomial weighted-Lindley distribution and its application ⋮ Zero truncated negative binomial weighted Weibull distribution and its application ⋮ Tail Moments of Compound Distributions ⋮ EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES ⋮ Remarks on a generalized inverse Gaussian type integral with applications ⋮ Premium rating without losses ⋮ Delta operators, power series distributions and recursions for compound sums ⋮ Enhancing an insurer's expected value by reinsurance and external financing ⋮ Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial ⋮ The Poisson-stopped Hurwitz–Lerch zeta distribution ⋮ Sequential Monte Carlo samplers to fit and compare insurance loss models ⋮ Nonparametric density estimation and risk quantification from tabulated sample moments ⋮ BERT-based NLP techniques for classification and severity modeling in basic warranty data study ⋮ Frequency-severity experience rating based on latent Markovian risk profiles ⋮ The distribution of extended discrete random sums and its application to waiting time distributions ⋮ Beyond the lognormal distribution with properties and applications ⋮ Conformal Prediction Credibility Intervals ⋮ Tweedie multivariate semi-parametric credibility with the exchangeable correlation ⋮ Bayesian modelling of health insurance losses ⋮ Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution ⋮ Bayesian credibility under a bivariate prior on the frequency and the severity of claims ⋮ ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA ⋮ The performance of the hypergeometric \(np\) chart with estimated parameter ⋮ The zero-inflated negative binomial-exponential distribution and its application ⋮ On copula-based collective risk models: from elliptical copulas to vine copulas ⋮ Jiandong Ren's Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 ⋮ On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model

This page was built for publication: Loss Models