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North American Actuarial Journal Volume 8, 2004 - Issue 2
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Discussions of Papers Already Published

“Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database,” Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003

Jan Beirlant Catholic University Leuven, University Center of Statistics, W. de Croylaan 54, B-3001 Leuven, Belgium
,
Elisabeth Joossens Catholic University Leuven, University Center of Statistics, W. de Croylaan 54, B-3001 Leuven, Belgium
&
Johan Segers Department of Econometrics and Operations Research, Tilburg University, P.O. Box 90153, NL-5000 LE Tilburg, the NetherlandsView further author information
Pages 108-111 | Published online: 03 Jan 2013

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Heba Soltan Mohamed, Gauss M. Cordeiro, R. Minkah, Haitham M. Yousof & Mohamed Ibrahim. (2022) A size-of-loss model for the negatively skewed insurance claims data: applications, risk analysis using different methods and statistical forecasting. Journal of Applied Statistics 0:0, pages 1-22.
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Yuya Sasaki & Yulong Wang. (2022) Fixed-k Inference for Conditional Extremal Quantiles. Journal of Business & Economic Statistics 40:2, pages 829-837.
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Liang Hong & Ryan Martin. (2018) Dirichlet process mixture models for insurance loss data. Scandinavian Actuarial Journal 2018:6, pages 545-554.
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Kahadawala Cooray & Chin-I Cheng. (2015) Bayesian estimators of the lognormal–Pareto composite distribution. Scandinavian Actuarial Journal 2015:6, pages 500-515.
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Kahadawala Cooray & MalwaneM.A. Ananda. (2005) Modeling actuarial data with a composite lognormal-Pareto model. Scandinavian Actuarial Journal 2005:5, pages 321-334.
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Articles from other publishers (6)

G. G. Hamedani, Hafida Goual, Walid Emam, Yusra Tashkandy, Fiaz Ahmad Bhatti, Mohamed Ibrahim & Haitham M. Yousof. (2023) A New Right-Skewed One-Parameter Distribution with Mathematical Characterizations, Distributional Validation, and Actuarial Risk Analysis, with Applications. Symmetry 15:7, pages 1297.
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Haitham M. Yousof, S. I. Ansari, Yusra Tashkandy, Walid Emam, M. Masoom Ali, Mohamed Ibrahim & Salwa L. Alkhayyat. (2023) Risk Analysis and Estimation of a Bimodal Heavy-Tailed Burr XII Model in Insurance Data: Exploring Multiple Methods and Applications. Mathematics 11:9, pages 2179.
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Juan Gonzalez, Daniela Rodriguez & Mariela Sued. (2013) Threshold selection for extremes under a semiparametric model. Statistical Methods & Applications 22:4, pages 481-500.
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H. Albrecher, Sophie A. Ladoucette & Jef L. Teugels. (2010) Asymptotics of the sample coefficient of variation and the sample dispersion. Journal of Statistical Planning and Inference 140:2, pages 358-368.
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B. Vandewalle, J. Beirlant, A. Christmann & M. Hubert. (2007) A robust estimator for the tail index of Pareto-type distributions. Computational Statistics & Data Analysis 51:12, pages 6252-6268.
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J. L. Teugels & B. Vandewalle. 2006. Coping with Uncertainty. Coping with Uncertainty 105 117 .

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