A class of claim distributions: Properties, characterizations and applications to insurance claim data

On generalized log-Moyal distribution: A new heavy tailed size distribution

(2018) Deepesh Bhati et al.   INSURANCE MATHEMATICS & ECONOMICS

Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions

(2018) Antonio Punzo et al.   JOURNAL OF APPLIED STATISTICS

A new look at the inverse Gaussian distribution with applications to insurance and economic data

(2018) Antonio Punzo   JOURNAL OF APPLIED STATISTICS

Compound unimodal distributions for insurance losses

(2017) Antonio Punzo et al.   INSURANCE MATHEMATICS & ECONOMICS

Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions

(2017) Tom Reynkens et al.   INSURANCE MATHEMATICS & ECONOMICS

Generalized inverse Lindley distribution with application to Danish fire insurance data

(2016) A. Asgharzadeh et al.   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

κ-generalized models of income and wealth distributions: A survey

(2016) Fabio Clementi et al.   European Physical Journal-Special Topics

Modeling loss data using mixtures of distributions

(2016) Tatjana Miljkovic et al.   INSURANCE MATHEMATICS & ECONOMICS

Modeling loss data using composite models

(2015) S.A. Abu Bakar et al.   INSURANCE MATHEMATICS & ECONOMICS

Modeling claims data with composite Stoppa models

(2015) Enrique Calderín-Ojeda et al.   Scandinavian Actuarial Journal

Skew mixture models for loss distributions: A Bayesian approach

(2012) Mauro Bernardi et al.   INSURANCE MATHEMATICS & ECONOMICS

New composite models for the Danish fire insurance data

(2012) S. Nadarajah et al.   Scandinavian Actuarial Journal

Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses

(2011) Brahim Brahimi et al.   INSURANCE MATHEMATICS & ECONOMICS

Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution

(2011) Omer L. Gebizlioglu et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

On the distribution of the (un)bounded sum of random variables

(2010) Umberto Cherubini et al.   INSURANCE MATHEMATICS & ECONOMICS

Folded and log-folded-tdistributions as models for insurance loss data

(2010) Vytaras Brazauskas et al.   Scandinavian Actuarial Journal

Bounds and approximations for sums of dependent log-elliptical random variables

(2008) Emiliano A. Valdez et al.   INSURANCE MATHEMATICS & ECONOMICS