1 |
McNeil, A. I. (1997). Estimating the tails of loss severity distribution using extreme value theory. ASTIN Bulletin, 27, 117-137.
DOI
ScienceOn
|
2 |
Pigeon, M. and Denuit, M. (2010). Composite lognormal-Pareto model with random threshold. Scandinavian Actuarial Journal, in press.
|
3 |
Preda, V. and Ciumara, R. (2006). On composite models: Weibull-Pareto and lognormal-Pareto. Romanian Journal of Economic Forecasting, 2, 32-46.
|
4 |
Resnick, S. I. (1997). Discussion of the Danish data on large fire insurance losses. ASTIN Bulletin, 27, 139-151.
DOI
ScienceOn
|
5 |
Scollnik, D. P. M. (2007). On composite lognormal-Pareto models. Scandinavian Actuarial Journal, 2007, 20-33.
DOI
ScienceOn
|
6 |
Beirlant, J., Joossens, E. and Segers, J. (2004). Generalized Pareto fit to the society of actuaries' large claims database. North-American Actuarial Journal, 8, 108-111.
DOI
|
7 |
Burnecki, K., Kukla, G. and Weron, R. (2000). Property insurance loss distribution. Physica A: Statistical Mechanics and its Applications, 287, 269-278.
DOI
|
8 |
Cooray, K., and Ananda, M. M. A. (2005). Modeling actuarial data with a composite lognormal-Pareto model. Scandinavian Actuarial Journal, 2005, 321-334.
DOI
ScienceOn
|
9 |
Hogg, R. V. and Klugman, S. A. (1984). Loss distribution, John Wiley & Sons Inc., New York.
|