Matches in SemOpenAlex for { <https://semopenalex.org/work/W2933978029> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W2933978029 endingPage "660" @default.
- W2933978029 startingPage "642" @default.
- W2933978029 abstract "Composite models have a long history in actuarial science because they provide a flexible method of curve-fitting for heavy-tailed insurance losses. The ongoing research in this area continuously suggests methodological improvements for existing composite models and considers new composite models. A number of different composite models have been previously proposed in the literature to fit the popular data set related to Danish fire losses. This paper provides the most comprehensive analysis of composite loss models on the Danish fire losses data set to date by evaluating 256 composite models derived from 16 parametric distributions that are commonly used in actuarial science. If not suitably addressed, inevitable computational challenges are encountered when estimating these composite models that may lead to sub-optimal solutions. General implementation strategies are developed for parameter estimation in order to arrive at an automatic way to reach a viable solution, regardless of the specific head and/or tail distributions specified. The results lead to an identification of new well-fitting composite models and provide valuable insights into the selection of certain composite models for which the tail-evaluation measures can be useful in making risk management decisions." @default.
- W2933978029 created "2019-04-11" @default.
- W2933978029 creator A5002807220 @default.
- W2933978029 creator A5081969039 @default.
- W2933978029 date "2019-04-04" @default.
- W2933978029 modified "2023-09-30" @default.
- W2933978029 title "Extending composite loss models using a general framework of advanced computational tools" @default.
- W2933978029 cites W1965839573 @default.
- W2933978029 cites W1979775918 @default.
- W2933978029 cites W1999420502 @default.
- W2933978029 cites W2003043371 @default.
- W2933978029 cites W2009959910 @default.
- W2933978029 cites W2024872944 @default.
- W2933978029 cites W2060605235 @default.
- W2933978029 cites W2061260390 @default.
- W2933978029 cites W2089807781 @default.
- W2933978029 cites W2096056250 @default.
- W2933978029 cites W2126000461 @default.
- W2933978029 cites W2142635246 @default.
- W2933978029 cites W2163174637 @default.
- W2933978029 cites W2168175751 @default.
- W2933978029 cites W2495882236 @default.
- W2933978029 cites W2555454220 @default.
- W2933978029 cites W2766093083 @default.
- W2933978029 cites W2890001529 @default.
- W2933978029 cites W2901110956 @default.
- W2933978029 cites W2906092815 @default.
- W2933978029 cites W757509025 @default.
- W2933978029 doi "https://doi.org/10.1080/03461238.2019.1596151" @default.
- W2933978029 hasPublicationYear "2019" @default.
- W2933978029 type Work @default.
- W2933978029 sameAs 2933978029 @default.
- W2933978029 citedByCount "28" @default.
- W2933978029 countsByYear W29339780292019 @default.
- W2933978029 countsByYear W29339780292020 @default.
- W2933978029 countsByYear W29339780292021 @default.
- W2933978029 countsByYear W29339780292022 @default.
- W2933978029 countsByYear W29339780292023 @default.
- W2933978029 crossrefType "journal-article" @default.
- W2933978029 hasAuthorship W2933978029A5002807220 @default.
- W2933978029 hasAuthorship W2933978029A5081969039 @default.
- W2933978029 hasConcept C104779481 @default.
- W2933978029 hasConcept C105795698 @default.
- W2933978029 hasConcept C11413529 @default.
- W2933978029 hasConcept C116834253 @default.
- W2933978029 hasConcept C117251300 @default.
- W2933978029 hasConcept C119857082 @default.
- W2933978029 hasConcept C126255220 @default.
- W2933978029 hasConcept C149782125 @default.
- W2933978029 hasConcept C177264268 @default.
- W2933978029 hasConcept C199360897 @default.
- W2933978029 hasConcept C24574437 @default.
- W2933978029 hasConcept C33923547 @default.
- W2933978029 hasConcept C41008148 @default.
- W2933978029 hasConcept C42475967 @default.
- W2933978029 hasConcept C59822182 @default.
- W2933978029 hasConcept C81917197 @default.
- W2933978029 hasConcept C86803240 @default.
- W2933978029 hasConcept C93959086 @default.
- W2933978029 hasConceptScore W2933978029C104779481 @default.
- W2933978029 hasConceptScore W2933978029C105795698 @default.
- W2933978029 hasConceptScore W2933978029C11413529 @default.
- W2933978029 hasConceptScore W2933978029C116834253 @default.
- W2933978029 hasConceptScore W2933978029C117251300 @default.
- W2933978029 hasConceptScore W2933978029C119857082 @default.
- W2933978029 hasConceptScore W2933978029C126255220 @default.
- W2933978029 hasConceptScore W2933978029C149782125 @default.
- W2933978029 hasConceptScore W2933978029C177264268 @default.
- W2933978029 hasConceptScore W2933978029C199360897 @default.
- W2933978029 hasConceptScore W2933978029C24574437 @default.
- W2933978029 hasConceptScore W2933978029C33923547 @default.
- W2933978029 hasConceptScore W2933978029C41008148 @default.
- W2933978029 hasConceptScore W2933978029C42475967 @default.
- W2933978029 hasConceptScore W2933978029C59822182 @default.
- W2933978029 hasConceptScore W2933978029C81917197 @default.
- W2933978029 hasConceptScore W2933978029C86803240 @default.
- W2933978029 hasConceptScore W2933978029C93959086 @default.
- W2933978029 hasIssue "8" @default.
- W2933978029 hasLocation W29339780291 @default.
- W2933978029 hasOpenAccess W2933978029 @default.
- W2933978029 hasPrimaryLocation W29339780291 @default.
- W2933978029 hasRelatedWork W1972090108 @default.
- W2933978029 hasRelatedWork W2014546206 @default.
- W2933978029 hasRelatedWork W2085365037 @default.
- W2933978029 hasRelatedWork W2096263072 @default.
- W2933978029 hasRelatedWork W2134518190 @default.
- W2933978029 hasRelatedWork W2140012311 @default.
- W2933978029 hasRelatedWork W2995683910 @default.
- W2933978029 hasRelatedWork W3122604879 @default.
- W2933978029 hasRelatedWork W3124479719 @default.
- W2933978029 hasRelatedWork W3168926918 @default.
- W2933978029 hasVolume "2019" @default.
- W2933978029 isParatext "false" @default.
- W2933978029 isRetracted "false" @default.
- W2933978029 magId "2933978029" @default.
- W2933978029 workType "article" @default.