Concepedia

Severity Distribution Modeling

Severity Distribution Modeling is a statistical methodology within claims severity analysis that specifically characterizes the probability distribution of individual loss amounts, distinguishing itself by focusing on the empirical and theoretical modeling of the tail behavior and variability of insurance claims.

89

Publications

3.5K

Citations

384

Authors

172

Institutions

Publications per year

2017–2026

27

Parents

Publications

89

Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory

Alexander J. McNeil · Astin Bulletin · 1997 · 552 citations · Full text

, , +17

Multivariate Frequency-Severity Regression Models in Insurance

Edward W. Frees, Gee Lee, Lu Yang · Risks · 2016 · 139 citations · Full text

, , +16

A dynamic population model of disease progression in COPD

Martine Hoogendoorn, Maureen Rutten‐van Mölken, Rudolf T. Hoogenveen et al. · European Respiratory Journal · 2005 · 126 citations

, , +16

Identify Severity Bug Report with Distribution Imbalance by CR-SMOTE and ELM

Shikai Guo, Rong Chen, Hui Li et al. · International Journal of Software Engineering and Knowledge Engineering · 2019 · 123 citations

, , +15

Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance

Nicholas Frangos, Spyridon D. Vrontos · Astin Bulletin · 2001 · 110 citations

, , +10

1–5 of 89

Authors

384

  1. VB
    Vytaras Brazauskas

    University of Wisconsin–Milwaukee, United States

    4 publications · 108 citations

    4

    h-index

  2. PS
    Peng Shi

    University of Wisconsin–Madison, United States

    4 publications · 179 citations

    4

    h-index

  3. MR
    Maureen Rutten‐van Mölken

    Erasmus University Rotterdam, Netherlands

    3 publications · 224 citations

    3

    h-index

  4. CB
    Catalina Bolancé

    Universitat de Barcelona, Spain

    3 publications · 51 citations

    3

    h-index

  5. MG
    Montserrat Guillén

    Universitat de Barcelona, Spain

    3 publications · 51 citations

    3

    h-index

1–5 of 384

Institutions

172

  1. University of Wisconsin–Madison

    Madison, United States

    5 h-index

    9 publications

    772 citations

  2. University of Wisconsin–Milwaukee

    Milwaukee, United States

    4 h-index

    5 publications

    131 citations

  3. Université Libre de Bruxelles

    Brussels, Belgium

    3 h-index

    3 publications

    146 citations

  4. KU Leuven

    Leuven, Belgium

    3 h-index

    6 publications

    258 citations

  5. Erasmus MC

    Rotterdam, The Netherlands

    3 h-index

    7 publications

    420 citations

  6. National Institute for Public Health and the Environment

    De Bilt, The Netherlands

    2 h-index

    4 publications

    142 citations

  7. The University of Melbourne

    Melbourne, Australia

    2 h-index

    2 publications

    66 citations

  8. Université Claude Bernard Lyon 1

    Villeurbanne, France

    2 h-index

    2 publications

    134 citations

1–8 of 172

Venues

  1. Astin Bulletin

    11 publications · 834 citations

    11

    h-index

  2. The Journal of Operational Risk

    10 publications · 179 citations

    10

    h-index

  3. Insurance Mathematics and Economics

    7 publications · 252 citations

    7

    h-index

  4. North American Actuarial Journal

    NAAJ · 5 publications · 149 citations

    5

    h-index

  5. Risks

    3 publications · 187 citations

    3

    h-index

1–5