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New composite models for the Danish fire insurance data

Author

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  • S. Nadarajah
  • S.A.A. Bakar

Abstract

In recent years, several composite models based on the lognormal distribution have been developed for the Danish fire insurance data. In this note, we propose new composite models based on the lognormal distribution. At least one of the newly proposed models is shown to give a better fit to the Danish fire insurance data.

Suggested Citation

  • S. Nadarajah & S.A.A. Bakar, 2014. "New composite models for the Danish fire insurance data," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2014(2), pages 180-187.
    • Handle: RePEc:taf:sactxx:v:2014:y:2014:i:2:p:180-187
    DOI: 10.1080/03461238.2012.695748
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    Cited by:

    1. Bae, Taehan & Miljkovic, Tatjana, 2024. "Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm," Insurance: Mathematics and Economics, Elsevier, vol. 117(C), pages 182-195.
    2. Johan René van Dorp & Ekundayo Shittu, 2024. "Two-sided distributions with applications in insurance loss modeling," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 33(3), pages 827-861, July.
    3. Li, Zhengxiao & Wang, Fei & Zhao, Zhengtang, 2024. "A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data," Insurance: Mathematics and Economics, Elsevier, vol. 117(C), pages 45-66.
    4. Girish Aradhye & George Tzougas & Deepesh Bhati, 2024. "A Copula-Based Bivariate Composite Model for Modelling Claim Costs," Mathematics, MDPI, vol. 12(2), pages 1-17, January.

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