most citedAnalyzing insurance data with an exponentiated composite Inverse-Gamma Pareto model

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stat.AP2022

The application of accumulation tests in Peaks-Over-Threshold modeling with Norwegian Fire insurance Data

Bowen Liu, Malwane M. A. Ananda

Modeling excess remains to be an important topic in insurance data modeling. Among the alternatives of modeling excess, the Peaks Over Threshold (POT) framework with Generalized Pa…