On the composite Lognormal–Pareto distribution with uncertain threshold

DOI10.1080/03610918.2020.1743860OpenAlexW3024341098MaRDI QIDQ5867481

Raluca Vernic, Sezen Mutali

Publication date: 14 September 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1743860

zbMATH Keywords

fuzzy numbermixture modelcomposite lognormal-Pareto distributionuncertain threshold

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05) Parametric inference and fuzziness (62F86) Fuzziness in connection with statistical distributions (62E86)

Uses Software

• CompLognormal

Cites Work

• Unnamed Item
• Composite Lognormal–Pareto model with random threshold
• Modeling claims data with composite Stoppa models
• New composite models for the Danish fire insurance data
• Fat-Tailed Regression Modeling with Spliced Distributions
• Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution
• Modeling actuarial data with a composite lognormal-Pareto model
• On composite lognormal-Pareto models

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