Extending composite loss models using a general framework of advanced computational tools
Year of publication: |
2019
|
---|---|
Authors: | Grün, Bettina ; Miljkovic, Tatjana |
Subject: | Composite models | Danish fire insurance data | goodness-of-fit | heavy tailed distributions | risk measures | Theorie | Theory | Dänemark | Denmark | Risikomaß | Risk measure | Risikomodell | Risk model | Statistische Verteilung | Statistical distribution | Messung | Measurement | Risiko | Risk |
-
Modeling loss data using composite models
Abu Bakar, S. A., (2015)
-
Compound unimodal distributions for insurance losses
Punzo, Antonio, (2018)
-
Hidden semi-Markov models for rainfall-related insurance claims
Shi, Yue, (2023)
- More ...
-
Modeling loss data using mixtures of distributions
Miljkovic, Tatjana, (2016)
-
The automated bias-corrected and accelerated bootstrap confidence intervals for risk measures
Grün, Bettina, (2023)
-
Using model averaging to determine suitable risk measure estimates
Miljkovic, Tatjana, (2021)
- More ...