CalderÃn-Ojeda, Enrique - In: Risks 6 (2018) 1, pp. 1-8
Composite models have received much attention in the recent actuarial literature to describe heavy-tailed insurance loss data. One of the models that presents a good performance to describe this kind of data is the composite Weibull-Pareto (CWL) distribution. On this note, this distribution is...