PROC SEVERITY: How to use different distributions for the body in mixed tail distributions?

[FernandoF]

I have seen the example of the Logn-GPD in the sas support, but haven´t found anything for other distributions.

http://support.sas.com/resources/papers/proceedings15/3359-2015.pdf

I'm trying to replicate the example for different body distributions (Burr, Gamma, Pareto, Weibull, etc.) but so far no luck. There are no errors in the code but when I try to fit the model there is no convergence.

Does anyone know how to do this or have done this before?

Thanks.

[Rick_SAS · Accepted solution]

The documentation for PROC SEVERITY has many examples, including how to define your own and how to use the built-in distributions.