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The document discusses claim severity models, focusing on continuous distributions such as Exponential, Gamma, Weibull, and Pareto, which are used to model the size of losses. It also introduces methods for creating new distributions, including transformation of random variables, mixture distributions, and splicing techniques to address the limitations of standard distributions. The lecture outlines the importance of tail behavior, skewness, and hazard shapes in selecting appropriate models for claim severi

Author

shinnadly1234

Language

EN