Gómez-Déniz, Emilio; Leiva, Víctor; Calderín-Ojeda, Enrique; Chesneau, Christophe A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications. (English) Zbl 1513.62215 Comput. Appl. Math. 41, No. 4, Paper No. 171, 22 p. (2022). MSC: 62P05 62E15 62F10 91B05 91G70 PDFBibTeX XMLCite \textit{E. Gómez-Déniz} et al., Comput. Appl. Math. 41, No. 4, Paper No. 171, 22 p. (2022; Zbl 1513.62215) Full Text: DOI
Cossette, Hélène; Duchesne, Thierry; Marceau, Étienne Modeling catastrophes and their impact on insurance portfolios. (English) Zbl 1084.62526 N. Am. Actuar. J. 7, No. 4, 1-22 (2003). MSC: 62P05 58K99 PDFBibTeX XMLCite \textit{H. Cossette} et al., N. Am. Actuar. J. 7, No. 4, 1--22 (2003; Zbl 1084.62526) Full Text: DOI