A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data
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Publication:6573814
DOI10.1016/j.insmatheco.2024.03.005zbMath1545.91268MaRDI QIDQ6573814
Zhengtang Zhao, Fei Wang, Zheng-xiao Li
Publication date: 17 July 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
regression modelingDanish fire loss datavarying thresholdcomposite GBII distributionmedical insurance claim datapolicyholder heterogeneity
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Actuarial mathematics (91G05)
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