A size-of-loss model for the negatively skewed insurance claims data: applications, risk analysis using different methods and statistical forecasting-Reference-Cited by-同舟云学术

A size-of-loss model for the negatively skewed insurance claims data: applications, risk analysis using different methods and statistical forecasting

Published:2022-09-21 Issue: Volume: Page:1-22
ISSN:0266-4763
Container-title:Journal of Applied Statistics
language:en
Short-container-title:Journal of Applied Statistics

Author:

Mohamed Heba Soltan¹,Cordeiro Gauss M.²^ORCID,Minkah R.³^ORCID,Yousof Haitham M.⁴^ORCID,Ibrahim Mohamed⁵^ORCID

Affiliation:

1. Department of Statistics and Quantitative Methods, Faculty of Business Administration, Horus University, Damietta, Egypt

2. Departamento de Estatistica, Universidade Federal de Pernambuco, Recife, Brazil

3. Department of Statistics and Actuarial Science, School of Physical and Mathematical Sciences, College of Basic and Applied Sciences, University of Ghana, Accra, Ghana

4. Department of Statistics, Mathematics and Insurance, Benha University, Benha, Egypt

5. Department of Applied, Mathematical and Actuarial Statistics, Faculty of Commerce, Damietta University, Damietta, Egypt

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02664763.2022.2125936

Reference37 articles.

1. A New Flexible Probability Model: Theory, Estimation and Modeling Bimodal Left Skewed Data

2. On the coherence of expected shortfall

3. A Modified Chi-square Type Test Statistic for the Double Burr X Model with Applications to Right Censored Medical and Reliability Data

4. Application of Coherent Risk Measures to Capital Requirements in Insurance

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