Ghitany, Mohamed E.; Gómez-Déniz, Emilio; Nadarajah, … - In: Journal of risk and financial management : JRFM 11 (2018) 1, pp. 1-14
The Pareto classical distribution is one of the most attractive in statistics and particularly in the scenario of actuarial statistics and finance. For example, it is widely used when calculating reinsurance premiums. In the last years, many alternative distributions have been proposed to obtain...
