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ArticleCompound unimodal distributions for insurance losses

Antonio Punzo2017

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Articlegreen2017

Compound unimodal distributions for insurance losses

Antonio Punzo · Luca Bagnato · Antonello Maruotti

73 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Statistical Distribution Estimation and Applications

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References

1998Understanding Relationships Using Copulas 1999Loss Models: From Data to Decisions 1997Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory 2005Statistics of Extremes: Theory and Applications 2010Modeling Multivariate Distributions with Continuous Margins Using the copula R Package 2002Modelling Extremal Events for Insurance and Finance 2005Modeling actuarial data with a composite lognormal-Pareto model 1997Practical analysis of extreme values

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2019Extending composite loss models using a general framework of advanced computational tools 2020Dichotomous unimodal compound models: application to the distribution of insurance losses

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Year2017

Typearticle

Published2017-11-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations73

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.insmatheco.2017.10.007

openalex_workW2766093083

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