Bayesian Predictive Analysis of Natural Disaster Losses
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Charles Levi, & Partrat, Christian, 1991. "Statistical Analysis of Natural Events in the United States," ASTIN Bulletin, Cambridge University Press, vol. 21(2), pages 253-276, November.
- Abu Bakar, S.A. & Hamzah, N.A. & Maghsoudi, M. & Nadarajah, S., 2015. "Modeling loss data using composite models," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 146-154.
- M. S. Aminzadeh & M. Deng, 2019. "Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(8), pages 1938-1954, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Bowen Liu & Malwane M. A. Ananda, 2022. "A Generalized Family of Exponentiated Composite Distributions," Mathematics, MDPI, vol. 10(11), pages 1-18, June.
- Min Deng & Mostafa S. Aminzadeh, 2023. "Bayesian Inference for the Loss Models via Mixture Priors," Risks, MDPI, vol. 11(9), pages 1-27, August.
- Muhammad Hilmi Abdul Majid & Kamarulzaman Ibrahim & Nurulkamal Masseran, 2023. "Three-Part Composite Pareto Modelling for Income Distribution in Malaysia," Mathematics, MDPI, vol. 11(13), pages 1-15, June.
- Carmine Franco & Luc Dumontier, 2024. "Modelling capacity for systematic equity strategies," Journal of Asset Management, Palgrave Macmillan, vol. 25(4), pages 407-416, July.
- Chen, Zezhun & Dassios, Angelos & Tzougas, George, 2022. "EM estimation for the bivariate mixed exponential regression model," LSE Research Online Documents on Economics 115132, London School of Economics and Political Science, LSE Library.
- Keighley, Tim & Longden, Thomas & Mathew, Supriya & Trück, Stefan, 2014.
"Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions,"
Climate Change and Sustainable Development
189171, Fondazione Eni Enrico Mattei (FEEM).
- Tim Keighley & Thomas Longden & Supriya Mathew & Stefan Trück, 2014. "Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions," Working Papers 2014.93, Fondazione Eni Enrico Mattei.
- Wang, Xingchun, 2019. "Valuation of new-designed contracts for catastrophe risk management," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- Burnecki, Krzysztof & Giuricich, Mario Nicoló & Palmowski, Zbigniew, 2019.
"Valuation of contingent convertible catastrophe bonds — The case for equity conversion,"
Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 238-254.
- Krzysztof Burnecki & Mario Nicol'o Giuricich & Zbigniew Palmowski, 2018. "Valuation of contingent convertible catastrophe bonds - the case for equity conversion," Papers 1804.07997, arXiv.org.
- Miljkovic, Tatjana & Grün, Bettina, 2016. "Modeling loss data using mixtures of distributions," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 387-396.
- Shi, Yue & Punzo, Antonio & Otneim, Håkon & Maruotti, Antonello, 2023. "Hidden semi-Markov models for rainfall-related insurance claims," Discussion Papers 2023/17, Norwegian School of Economics, Department of Business and Management Science.
- Reynkens, Tom & Verbelen, Roel & Beirlant, Jan & Antonio, Katrien, 2017.
"Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions,"
Insurance: Mathematics and Economics, Elsevier, vol. 77(C), pages 65-77.
- Tom Reynkens & Roel Verbelen & Jan Beirlant & Katrien Antonio, 2016. "Modeling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions," Working Papers of Department of Decision Sciences and Information Management, Leuven 549545, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
- Tom Reynkens & Roel Verbelen & Jan Beirlant & Katrien Antonio, 2016. "Modeling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 549545, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
- Jackie Li & Jia Liu, 2023. "Claims Modelling with Three-Component Composite Models," Risks, MDPI, vol. 11(11), pages 1-16, November.
- Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018. "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 92-104.
- Muhammad Hilmi Abdul Majid & Kamarulzaman Ibrahim, 2021. "On Bayesian approach to composite Pareto models," PLOS ONE, Public Library of Science, vol. 16(9), pages 1-22, September.
- Wang, Xingchun, 2020. "Catastrophe equity put options with floating strike prices," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Dewitte, Ruben, 2020. "From Heavy-Tailed Micro to Macro: on the characterization of firm-level heterogeneity and its aggregation properties," MPRA Paper 103170, University Library of Munich, Germany.
- Ahmed Z. Afify & Ahmed M. Gemeay & Noor Akma Ibrahim, 2020. "The Heavy-Tailed Exponential Distribution: Risk Measures, Estimation, and Application to Actuarial Data," Mathematics, MDPI, vol. 8(8), pages 1-28, August.
- Bhati, Deepesh & Ravi, Sreenivasan, 2018. "On generalized log-Moyal distribution: A new heavy tailed size distribution," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 247-259.
- Deepesh Bhati & Enrique Calderín-Ojeda & Mareeswaran Meenakshi, 2019. "A New Heavy Tailed Class of Distributions Which Includes the Pareto," Risks, MDPI, vol. 7(4), pages 1-17, September.
- Ruben Dewitte & Michel Dumont & Glenn Rayp & Peter Willemé, 2022.
"Unobserved heterogeneity in the productivity distribution and gains from trade,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(3), pages 1566-1597, August.
- Dewitte, Ruben & Dumont, Michel & Rayp, Glenn & Willemé, Peter, 2020. "Unobserved Heterogeneity in the Productivity Distribution and Gains From Trade," MPRA Paper 102711, University Library of Munich, Germany.
More about this item
Keywords
composite distributions; predictive analysis; bayesian inference; natural disaster; climate change; risk measures;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jrisks:v:9:y:2021:i:1:p:12-:d:473953. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.