Zhao, Qian; Upretee, Sahadeb; Yu, Daoping - In: Risks : open access journal 11 (2023) 11, pp. 1-17
Insurance loss data are usually in the form of left-truncation and right-censoring due to deductibles and policy limits, respectively. This paper investigates the model uncertainty and selection procedure when various parametric models are constructed to accommodate such left-truncated and...