Contaminated Exponential Dispersion Loss Models

Research output: Contribution to journalArticlepeer-review


A new family of contaminated exponential dispersion loss models is defined and some of its properties are examined. These models offer a wider family of loss distributions, allowing the modeling of extreme claims. Their usefulness is illustrated with real data.

Original languageEnglish
Pages (from-to)116-127
Number of pages12
JournalNorth American Actuarial Journal
Issue number2
StatePublished - 1 Apr 2003

Bibliographical note

Funding Information:
We are grateful to the Committee on Knowledge Extension Research for its financial support.

ASJC Scopus subject areas

  • Statistics and Probability
  • Economics and Econometrics
  • Statistics, Probability and Uncertainty


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