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Soft splicing model: bridging the gap between composite model and finite mixture model
Scandinavian Actuarial Journal ( IF 1.8 ) Pub Date : 2023-07-13 , DOI: 10.1080/03461238.2023.2234914
Tsz Chai Fung 1 , Himchan Jeong 2 , George Tzougas 3
Affiliation  

Considerations of both the heavy-tail phenomenon and multi-modality of a claim severity distribution have been challenging in the actuarial literature and practices. In this article, we develop a n...

中文翻译:

软拼接模型:弥补复合模型和有限混合模型之间的差距

在精算文献和实践中,对重尾现象和索赔严重性分布的多模态的考虑一直具有挑战性。在本文中,我们开发了一个...
更新日期:2023-07-13
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