Contaminated Exponential Dispersion Loss Models

Zinoviy M. Landsman; Udi E. Makov

doi:10.1080/10920277.2003.10596093

Contaminated Exponential Dispersion Loss Models

Zinoviy M. Landsman, Udi E. Makov

Department of Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

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 language	English
Pages (from-to)	116-127
Number of pages	12
Journal	North American Actuarial Journal
Volume	7
Issue number	2
DOIs	https://doi.org/10.1080/10920277.2003.10596093
State	Published - 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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10.1080/10920277.2003.10596093

Cite this

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title = "Contaminated Exponential Dispersion Loss Models",

abstract = "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.",

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AB - 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.

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Contaminated Exponential Dispersion Loss Models

Abstract

Bibliographical note

ASJC Scopus subject areas

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