2 papers
stat.AP2022
A Copula-Based family of Bivariate Composite Models for Claim Severity Modelling
Girish Aradhye, George Tzougas, Deepesh Bhati
In this paper, we consider bivariate composite models for modeling jointly different types of claims and their associated costs in a flexible manner. For expository purposes, the G…
stat.AP2022
Composite Lognormal-T regression models with varying threshold and its insurance application
Girish Aradhye, Deepesh Bhati, George Tzougas
Composite probability models have shown very promising results for modeling claim severity data comprised of small, moderate, and large losses. In this paper, we introduce three cl…