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Original Article

Modeling actuarial data with a composite lognormal-Pareto model

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Pages 321-334 | Published online: 18 Feb 2007

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Read on this site (39)

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Vytaras Brazauskas & Andreas Kleefeld. (2011) Folded and log-folded-t distributions as models for insurance loss data. Scandinavian Actuarial Journal 2011:1, pages 59-74.
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DavidP. M. Scollnik. (2007) On composite lognormal-Pareto models. Scandinavian Actuarial Journal 2007:1, pages 20-33.
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Girish Aradhye, Deepesh Bhati & George Tzougas. A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data. Journal of Applied Statistics 0:0, pages 1-19.
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