Miljkovic, Tatjana; Grün, Bettina Using model averaging to determine suitable risk measure estimates. (English) Zbl 1483.91205 N. Am. Actuar. J. 25, No. 4, 562-579 (2021). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{T. Miljkovic} and \textit{B. Grün}, N. Am. Actuar. J. 25, No. 4, 562--579 (2021; Zbl 1483.91205) Full Text: DOI OpenURL
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon A new class of severity regression models with an application to IBNR prediction. (English) Zbl 1475.91299 N. Am. Actuar. J. 25, No. 2, 206-231 (2021). Reviewer: George Stoica (Saint John) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{T. C. Fung} et al., N. Am. Actuar. J. 25, No. 2, 206--231 (2021; Zbl 1475.91299) Full Text: DOI OpenURL
Li, Zhengxiao; Beirlant, Jan; Meng, Shengwang Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data. (English) Zbl 1472.91039 ASTIN Bull. 51, No. 1, 57-99 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{Z. Li} et al., ASTIN Bull. 51, No. 1, 57--99 (2021; Zbl 1472.91039) Full Text: DOI arXiv OpenURL
Poudyal, Chudamani Robust estimation of loss models for lognormal insurance payment severity data. (English) Zbl 1479.91339 ASTIN Bull. 51, No. 2, 475-507 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{C. Poudyal}, ASTIN Bull. 51, No. 2, 475--507 (2021; Zbl 1479.91339) Full Text: DOI arXiv OpenURL
Ahmad, Zubair; Mahmoudi, Eisa; Alizadeh, Morad; Roozegar, Rasool; Afify, Ahmed Z. The exponential T-X family of distributions: properties and an application to insurance data. (English) Zbl 1477.60031 J. Math. 2021, Article ID 3058170, 18 p. (2021). MSC: 60E05 62F10 91G05 PDF BibTeX XML Cite \textit{Z. Ahmad} et al., J. Math. 2021, Article ID 3058170, 18 p. (2021; Zbl 1477.60031) Full Text: DOI OpenURL
Bakar, S. A. Abu; Nadarajah, S. Composite models with underlying folded distributions. (English) Zbl 1457.91325 J. Comput. Appl. Math. 390, Article ID 113351, 8 p. (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{S. A. A. Bakar} and \textit{S. Nadarajah}, J. Comput. Appl. Math. 390, Article ID 113351, 8 p. (2021; Zbl 1457.91325) Full Text: DOI OpenURL
Poudyal, Chudamani Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution. (English) Zbl 1459.62201 J. Comput. Appl. Math. 388, Article ID 113310, 19 p. (2021). MSC: 62P05 62F35 62N01 91G05 PDF BibTeX XML Cite \textit{C. Poudyal}, J. Comput. Appl. Math. 388, Article ID 113310, 19 p. (2021; Zbl 1459.62201) Full Text: DOI arXiv OpenURL
Abu Bakar, S. A.; Nadarajah, S. Risk measure estimation under two component mixture models with trimmed data. (English) Zbl 07479963 J. Appl. Stat. 46, No. 5, 835-852 (2019). MSC: 62Pxx PDF BibTeX XML Cite \textit{S. A. Abu Bakar} and \textit{S. Nadarajah}, J. Appl. Stat. 46, No. 5, 835--852 (2019; Zbl 07479963) Full Text: DOI OpenURL
Chen, Ying-Ju; Miljkovic, Tatjana From grouped to de-grouped data: a new approach in distribution fitting for grouped data. (English) Zbl 07193724 J. Stat. Comput. Simulation 89, No. 2, 272-291 (2019). MSC: 62F40 62P05 PDF BibTeX XML Cite \textit{Y.-J. Chen} and \textit{T. Miljkovic}, J. Stat. Comput. Simulation 89, No. 2, 272--291 (2019; Zbl 07193724) Full Text: DOI OpenURL
Shen, Zhiyi; Liu, Yukun; Weng, Chengguo Nonparametric inference for VaR, CTE, and expectile with high-order precision. (English) Zbl 1426.91311 N. Am. Actuar. J. 23, No. 3, 364-385 (2019). MSC: 91G70 62P05 62G05 PDF BibTeX XML Cite \textit{Z. Shen} et al., N. Am. Actuar. J. 23, No. 3, 364--385 (2019; Zbl 1426.91311) Full Text: DOI OpenURL
Grün, Bettina; Miljkovic, Tatjana Extending composite loss models using a general framework of advanced computational tools. (English) Zbl 1422.91351 Scand. Actuar. J. 2019, No. 8, 642-660 (2019). MSC: 91B30 62P05 62G32 91-08 PDF BibTeX XML Cite \textit{B. Grün} and \textit{T. Miljkovic}, Scand. Actuar. J. 2019, No. 8, 642--660 (2019; Zbl 1422.91351) Full Text: DOI OpenURL
Blostein, Martin; Miljkovic, Tatjana On modeling left-truncated loss data using mixtures of distributions. (English) Zbl 1415.62076 Insur. Math. Econ. 85, 35-46 (2019). MSC: 62P05 62H30 91B30 PDF BibTeX XML Cite \textit{M. Blostein} and \textit{T. Miljkovic}, Insur. Math. Econ. 85, 35--46 (2019; Zbl 1415.62076) Full Text: DOI OpenURL
Riegel, Ulrich Matching tower information with piecewise Pareto. (English) Zbl 1422.91374 Eur. Actuar. J. 8, No. 2, 437-460 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{U. Riegel}, Eur. Actuar. J. 8, No. 2, 437--460 (2018; Zbl 1422.91374) Full Text: DOI OpenURL
Punzo, Antonio; Bagnato, Luca; Maruotti, Antonello Compound unimodal distributions for insurance losses. (English) Zbl 1416.91217 Insur. Math. Econ. 81, 95-107 (2018). MSC: 91B30 62G32 62P05 60E05 PDF BibTeX XML Cite \textit{A. Punzo} et al., Insur. Math. Econ. 81, 95--107 (2018; Zbl 1416.91217) Full Text: DOI OpenURL
Chan, J. S. K.; Choy, S. T. B.; Makov, U. E.; Landsman, Z. Modelling insurance losses using contaminated generalised beta type-II distribution. (English) Zbl 1390.62204 ASTIN Bull. 48, No. 2, 871-904 (2018). MSC: 62P05 62E15 91B30 PDF BibTeX XML Cite \textit{J. S. K. Chan} et al., ASTIN Bull. 48, No. 2, 871--904 (2018; Zbl 1390.62204) Full Text: DOI OpenURL
Bhati, Deepesh; Ravi, Sreenivasan On generalized log-Moyal distribution: a new heavy tailed size distribution. (English) Zbl 1401.91102 Insur. Math. Econ. 79, 247-259 (2018). MSC: 91B30 62P05 62G32 62E10 PDF BibTeX XML Cite \textit{D. Bhati} and \textit{S. Ravi}, Insur. Math. Econ. 79, 247--259 (2018; Zbl 1401.91102) Full Text: DOI OpenURL
Reynkens, Tom; Verbelen, Roel; Beirlant, Jan; Antonio, Katrien Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions. (English) Zbl 1404.62115 Insur. Math. Econ. 77, 65-77 (2017). MSC: 62P05 62N01 91B30 PDF BibTeX XML Cite \textit{T. Reynkens} et al., Insur. Math. Econ. 77, 65--77 (2017; Zbl 1404.62115) Full Text: DOI arXiv OpenURL
Brazauskas, Vytaras; Kleefeld, Andreas Modeling severity and measuring tail risk of Norwegian fire claims. (English) Zbl 1414.62415 N. Am. Actuar. J. 20, No. 1, 1-16 (2016). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{V. Brazauskas} and \textit{A. Kleefeld}, N. Am. Actuar. J. 20, No. 1, 1--16 (2016; Zbl 1414.62415) Full Text: DOI OpenURL
Calderín-Ojeda, Enrique; Kwok, Chun Fung Modeling claims data with composite Stoppa models. (English) Zbl 1401.62205 Scand. Actuar. J. 2016, No. 9, 817-836 (2016). MSC: 62P05 91B30 62E15 62F40 PDF BibTeX XML Cite \textit{E. Calderín-Ojeda} and \textit{C. F. Kwok}, Scand. Actuar. J. 2016, No. 9, 817--836 (2016; Zbl 1401.62205) Full Text: DOI Link OpenURL
Miljkovic, Tatjana; Grün, Bettina Modeling loss data using mixtures of distributions. (English) Zbl 1373.62527 Insur. Math. Econ. 70, 387-396 (2016). MSC: 62P05 62H30 91B30 PDF BibTeX XML Cite \textit{T. Miljkovic} and \textit{B. Grün}, Insur. Math. Econ. 70, 387--396 (2016; Zbl 1373.62527) Full Text: DOI OpenURL
Cooray, Kahadawala; Cheng, Chin-I Bayesian estimators of the lognormal-Pareto composite distribution. (English) Zbl 1401.91120 Scand. Actuar. J. 2015, No. 6, 500-515 (2015). MSC: 91B30 62E15 62P05 62F15 PDF BibTeX XML Cite \textit{K. Cooray} and \textit{C.-I Cheng}, Scand. Actuar. J. 2015, No. 6, 500--515 (2015; Zbl 1401.91120) Full Text: DOI OpenURL
Gómez-Déniz, Emilio; Calderín-Ojeda, Enrique Modelling insurance data with the Pareto arctan distribution. (English) Zbl 1390.62207 ASTIN Bull. 45, No. 3, 639-660 (2015). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{E. Gómez-Déniz} and \textit{E. Calderín-Ojeda}, ASTIN Bull. 45, No. 3, 639--660 (2015; Zbl 1390.62207) Full Text: DOI OpenURL
Abu Bakar, S. A.; Hamzah, N. A.; Maghsoudi, M.; Nadarajah, S. Modeling loss data using composite models. (English) Zbl 1314.91130 Insur. Math. Econ. 61, 146-154 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. A. Abu Bakar} et al., Insur. Math. Econ. 61, 146--154 (2015; Zbl 1314.91130) Full Text: DOI OpenURL
Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven Portfolio optimization under solvency constraints: a dynamical approach. (English) Zbl 1414.91328 N. Am. Actuar. J. 18, No. 3, 394-416 (2014). MSC: 91G10 91B30 91G70 PDF BibTeX XML Cite \textit{S. Asanga} et al., N. Am. Actuar. J. 18, No. 3, 394--416 (2014; Zbl 1414.91328) Full Text: DOI Link OpenURL