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Modeling with Weibull-Pareto Models
6 references·8 citing·28 second hop
Modeling with Weibull-Pareto Models (2012)Modeling with Weibull-Pareto ModelsOn composite lognormal-Pareto models (2007)On composite lognormal-Pareto…Modeling actuarial data with a composite lognormal-Pareto model (2005)Modeling actuarial data with …Loss Models: from Data to Decisions. By Stuart Klugman, Harry Panjer and Gordon Willmot [John Wiley & Sons, New York, 1998] (1999)Loss Models: from Data to Dec…Loss Models: From Data to Decisions (1999)Loss Models: From Data to Dec…Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory (1997)Estimating the Tails of Loss …Discussion of the Danish Data on Large Fire Insurance Losses (1997)Discussion of the Danish Data…A class of claim distributions: Properties, characterizations and applications to insurance claim data (2020)A class of claim distribution…Extending composite loss models using a general framework of advanced computational tools (2019)Extending composite loss mode…On generalized log-Moyal distribution: A new heavy tailed size distribution (2018)On generalized log-Moyal dist…Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions (2017)Modelling censored losses usi…Compound unimodal distributions for insurance losses (2017)Compound unimodal distributio…Generalized inverse Lindley distribution with application to Danish fire insurance data (2016)Generalized inverse Lindley d…Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (2015)Modeling Severity and Measuri…Modeling claims data with composite Stoppa models (2015)Modeling claims data with com…Modelling of extremal events in insurance and finance (1994)Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models? (2012)Modeling loss data using composite models (2014)Loss Models: From Data to Decisions (2006)New composite models for the Danish fire insurance data (2012)Modeling loss data using mixtures of distributions (2016)Statistical Size Distributions in Economics and Actuarial Sciences (2003)Loss Models (2008)Extreme Values, Regular Variation and Point Processes (1987)Modelling Extremal Events (1997)Composite Lognormal–Pareto model with random threshold (2010)A new class of models for heavy tailed distributions in finance and insurance risk (2012)Models for Exceedances Over High Thresholds (1990)Heavy tail modeling and teletraffic data: special invited paper (1997)Extreme Value Theory as a Risk Management Tool (1999)Extreme value theory and Value-at-Risk: Relative performance in emerging markets (2004)Mathematical Methods in Risk Theory (1970)Mathematical Methods in Risk Theory. (1971)Practical Risk Theory for Actuaries. (1994)AGGREGATION OF CORRELATED RISK PORTFOLIOS: MODELS AND ALGORITHMS (1999)Capital and Risk: New Evidence on Implications of Large Operational Losses (2006)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Understanding Relationships Using Copulas (1998)Dichotomous unimodal compound models: application to the distribution of insurance losses (2020)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Impact of Facebook and Newspaper Advertising on Sales: A Comparative Study of Online and Print Media (2021)
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References

  • 1999Loss Models: From Data to Decisions1,232 cited
  • 1997Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory543 cited
  • 2005Modeling actuarial data with a composite lognormal-Pareto model219 cited
  • 2007On composite lognormal-Pareto models177 cited
  • 1999Loss Models: from Data to Decisions. By Stuart Klugman, Harry Panjer and Gordon Willmot [John Wiley & Sons, New York, 1998]164 cited
  • 1997Discussion of the Danish Data on Large Fire Insurance Losses147 cited

Cited by

  • 2018On generalized log-Moyal distribution: A new heavy tailed size distribution74 cited
  • 2017Compound unimodal distributions for insurance losses73 cited
  • 2015Modeling claims data with composite Stoppa models68 cited
  • 2017Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions62 cited
  • 2019Extending composite loss models using a general framework of advanced computational tools58 cited
  • 2015Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims53 cited
  • 2020A class of claim distributions: Properties, characterizations and applications to insurance claim data38 cited
  • 2016Generalized inverse Lindley distribution with application to Danish fire insurance data30 cited

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