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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. 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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