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.
| Original language | English |
|---|---|
| Pages (from-to) | 180-187 |
| Number of pages | 8 |
| Journal | Scandinavian Actuarial Journal |
| Volume | 2014 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2012 |
Keywords
- composite models
- estimation
- lognormal distribution