Risk measure estimation under two component mixture models with trimmed data

DOI10.1080/02664763.2018.1517146OpenAlexW2890884716MaRDI QIDQ5036563

S. A. abu Bakar, Saralees Nadarajah

Publication date: 23 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/risk-measure-estimation-under-two-component-mixture-models-with-trimmed-data(0c2e6652-9416-4c9b-8dd2-5c61f4e49e71).html

zbMATH Keywords

mixture modelsheavy tailed distributionsDanish fire loss datatransformed gamma and transformed beta families

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (1)

A family of density-hazard distributions for insurance losses

Uses Software

• actuar
• gendist

Cites Work

• Unnamed Item
• actuar
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• Modeling loss data using mixtures of distributions
• Optimally robust estimators in generalized Pareto models
• Composite Lognormal–Pareto model with random threshold
• New composite models for the Danish fire insurance data
• Modeling with Weibull-Pareto Models
• Generalized inverse Lindley distribution with application to Danish fire insurance data
• Modeling actuarial data with a composite lognormal-Pareto model
• On composite lognormal-Pareto models

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