New composite models for the Danish fire insurance data

作者：Nadarajah S^*; Bakar S A A

来源：Scandinavian Actuarial Journal, 2014, 2014(2): 180-187.

DOI：10.1080/03461238.2012.695748

• lognormal distribution
• composite models
• estimation

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.

• 出版日期2014-3-1