Claims Modelling with Three-Component Composite Models
In this paper, we develop a number of new composite models for modelling individual claims in general insurance. All our models contain a Weibull distribution for the smallest claims, a lognormal distribution for the medium-sized claims, and a long-tailed distribution for the largest claims. They pr...
Guardado en:
| Autores principales: | , |
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| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
MDPI AG
2023-11-01
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| Colección: | Risks |
| Materias: | |
| Acceso en línea: | https://www.mdpi.com/2227-9091/11/11/196 |
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