Browsing Miljkovic,Tatjana by Author "Grun, Bettina"
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Extending Composite Loss Models Using a General Framework of Advanced Computational Tools
Grun, Bettina; Miljkovic, TatjanaComposite models have a long history in actuarial science because they provide a flexible method of curve-fitting for heavy-tailed insurance losses. The ongoing research in this area continuously suggests methodological ... -
Using Model Averaging to Determine Suitable Risk Measure Estimates
Miljkovic, Tatjana; Grun, BettinaRecent research in loss modeling resulted in a growing number of classes of statistical models as well as additional models being proposed within each class. Empirical results indicate that a range of models within or ...