Guiahi, Farrokh Fitting loss distributions in the presence of rating variables. (English) Zbl 1070.91509 J. Actuar. Pract. 9, No. 1-2, 97-129 (2001). Summary: This paper focuses on issues and methodologies for fitting alternative statistical models – parametric probability distributions – to samples of insurance loss data. The interactions of loss distributions, deductibles, policy limits, and rating variables in the context of fitting distributions to losses are discussed. Fitted loss distributions serve an important function in pricing insurance products. The methodology developed in this paper is applied to a sample of insurance loss data that has the lognormal as the underlying loss distribution. Cited in 2 Documents MSC: 91B30 Risk theory, insurance (MSC2010) Keywords:generalized linear models; curve fitting; right-censored and left-truncated data; maximum likelihood estimation; parametric distribution PDFBibTeX XMLCite \textit{F. Guiahi}, J. Actuar. Pract. 9, No. 1--2, 97--129 (2001; Zbl 1070.91509)