Managing the Insolvency Risk of Insurance Companies Proceedings of the Second International Conference on Insurance Solvency / edited by J. David Cummins, Richard A. Derrig.
Two different applications have been considered, automobile claims from Massachusetts and health expenses from the Netherlands. We have fit 11 different distributions to these data. The distributions are conveniently nested within a single four parameter distribution, the generalized beta of the sec...
Full description
Saved in: