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On composite lognormal-Pareto models

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References

1999Loss Models: From Data to Decisions1,232 cited
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Cited by

2014Modeling loss data using composite models119 cited
2012New composite models for the Danish fire insurance data102 cited
2016Modeling loss data using mixtures of distributions101 cited
2012Modeling with Weibull-Pareto Models98 cited
2010Composite Lognormal–Pareto model with random threshold79 cited
2018On generalized log-Moyal distribution: A new heavy tailed size distribution74 cited
2012Skew mixture models for loss distributions: A Bayesian approach69 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
2016A tale of two tails: Productivity distribution and the gains from trade

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53 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

2010Folded and log-folded-tdistributions as models for insurance loss data38 cited