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MTPL1 - Implement a lognormal-pareto severity model #12

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kaybenleroll opened this issue Aug 11, 2020 · 0 comments
Open

MTPL1 - Implement a lognormal-pareto severity model #12

kaybenleroll opened this issue Aug 11, 2020 · 0 comments
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modelling Modelling work
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Initial Models

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Rather than split out the severity model into separate pieces for the attritional and large losses, we instead wish to explore the Lognormal-pareto distribution as used in the Danish fire example.
@kaybenleroll kaybenleroll added the modelling Modelling work label Aug 11, 2020
@kaybenleroll kaybenleroll added this to the Initial Models milestone Aug 11, 2020
@kaybenleroll kaybenleroll self-assigned this Aug 11, 2020
@kaybenleroll kaybenleroll changed the title Implement a lognormal-pareto severity model MTPL1 - Implement a lognormal-pareto severity model Dec 17, 2020
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