Modelling insurance data with the Pareto ArcTan distribution
Year of publication: |
2015
|
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Authors: | Gómez-Déniz, Emilio ; Calderín-Ojeda, Enrique |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 45.2015, 3, p. 639-660
|
Subject: | Limited expected value | loss | Pareto distribution | shifted lognormal distribution | Stoppa sistribution | threshold | Theorie | Theory | Statistische Verteilung | Statistical distribution | Pareto-Optimum | Pareto efficiency | Einkommensverteilung | Income distribution |
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