Contaminated Exponential Dispersion Loss Models

DOI10.1080/10920277.2003.10596093zbMath1084.62539OpenAlexW1987871709MaRDI QIDQ5715914

Udi E. Makov, Zinoviy Landsman

Publication date: 5 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2003.10596093

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Exact credibility reference Bayesian premiums ⋮ MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION

Cites Work

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• Exponential Dispersion Models and Extensions: A Review
• Exponential dispersion models and credibility
• On Stochastic Approximation and Credibility
• Robust Statistics
• On credibility evaluation and the tail area of the exponential dispersion family

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