This paper is divided in two parts. The first one is dedicated to analyse the inequality of the income distribution in Spain during the convergence process to the European Monetary Union. To carry out this task, we propose two robust models based on the quantile functions. Specifically, we use...

This paper is divided in two parts. The first one is dedicated to analyse the inequality of the income distribution in Spain during the convergence process to the European Monetary Union. To carry out this task, we propose two robust models based on the quantile functions. Specifically, we use...

<b>RESUMEN</b><br> <br> El objetivo de este trabajo es el estudio de la desigualdad en la distribución personal de la<br> renta en España y por CC.AA. utilizando diversas especificaciones probabilísticas de carácter paramétrico. Se proponen dos modelos robustos para modelizar datos de renta usando la función...

. Este trabajo se centra en el estudio de la distribución personal de la renta en España desde una doble perspectiva. En primer lugar, se aborda la evolución de la distribución personal de la renta en España en la última década utilizando los datos del Panel de Hogares de la Unión...

A new discrete distribution depending on two parameters, [alpha]1,[alpha][not equal to]0 and 0[theta]1, is introduced in this paper. The new distribution is unimodal with a zero vertex and overdispersion (mean larger than the variance) and underdispersion (mean lower than the variance) are...

In this paper, we study reliability properties in two classes of bivariate continuous distributions based on specification of conditional hazard functions. These classes were constructed by conditioning on two different kinds of events in Arnold and Kim [6]. Several reliability properties are...

Closed-form expressions for basic risk measures, such as value-at-risk and tail value-at-risk, are given for a family of statistical distributions that are specially suitable for right-skewed positive random variables. This is useful for risk aggregation in many insurance and financial...

This paper focuses on modelling the severity distribution. We directly model the small, moderate and large losses with the Pareto Positive Stable (PPS) distribution and thus it is not necessary to fix a threshold for the tail behaviour. Estimation with the method of moments is straightforward....