MODELLING INSURANCE DATA WITH THE PARETO ARCTAN DISTRIBUTION
Emilio Gomez-Deniz, Enrique Calderin-Ojeda
ASTIN BULLETIN | CAMBRIDGE UNIV PRESS | Published : 2015
Awarded by Ministerio de Economia y Competitividad, Spain
The authors would like to express their gratitude to two anonymous referees for their relevant and useful comments. Authors are funded by grant ECO2013-47092 (Ministerio de Economia y Competitividad, Spain). EGD also acknowledges the Faculty of Business and Economics and the Centre of Actuarial Studies at the University of Melbourne for their special support, since part of this paper was written while EGD was visiting the University of Melbourne in July 2014.