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New composite models for the Danish fire insurance data
7 references·8 citing·31 second hop
New composite models for the Danish fire insurance data (2012)New composite models for the Danish fire …actuar: AnRPackage for Actuarial Science (2008)actuar: AnRPackage for Actuar…A hybrid Pareto model for asymmetric fat-tailed data: the univariate case (2008)A hybrid Pareto model for asy…On composite lognormal-Pareto models (2007)On composite lognormal-Pareto…Loss Models: From Data to Decisions (2006)Loss Models: From Data to Dec…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…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…Modeling loss data using mixtures of distributions (2016)Modeling loss data using mixt…Generalized inverse Lindley distribution with application to Danish fire insurance data (2016)Generalized inverse Lindley d…Modeling claims data with composite Stoppa models (2015)Modeling claims data with com…An introduction to mathematical risk theory (1979)Modern Actuarial Risk Theory (2008)Composite Lognormal–Pareto model with random threshold (2010)Modeling loss data using composite models (2014)SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES (2019)The Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)The variation of certain speculative prices (1997)Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling (2012)Peaks-Over-Threshold Modelling of Environmental Data (2014)Modelling of extremal events in insurance and finance (1994)Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory (1997)Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models? (2012)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)Concomitant-Variable Latent-Class Models (1988)Data breaches: Goodness of fit, pricing, and risk measurement (2017)Understanding Relationships Using Copulas (1998)Dichotomous unimodal compound models: application to the distribution of insurance losses (2020)Modelling Extremal Events (1997)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Impact of Facebook and Newspaper Advertising on Sales: A Comparative Study of Online and Print Media (2021)Modeling with Weibull-Pareto Models (2012)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)The compound Poisson risk model with a threshold dividend strategy (2005)Approximation of the tail probability of randomly weighted sums and applications (2008)
this work references cited by second hop

References

  • 1999Loss Models: From Data to Decisions1,232 cited
  • 2006Loss Models: From Data to Decisions230 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
  • 2008actuar: AnRPackage for Actuarial Science124 cited
  • 2008A hybrid Pareto model for asymmetric fat-tailed data: the univariate case107 cited

Cited by

  • 2016Modeling loss data using mixtures of distributions101 cited
  • 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
  • 2020A class of claim distributions: Properties, characterizations and applications to insurance claim data38 cited
  • 2016

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Generalized inverse Lindley distribution with application to Danish fire insurance data
30 cited