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On modelling insurance data by using a generalized lognormal distribution

García, Victoriano J.; Gómez-Déniz, Emilio; … - In: Revista de métodos cuantitativos para la economía y … 18 (2014), pp. 146-162

In this paper, a new heavy-tailed distribution is used to model data with a strong right tail, as often occurs in practical situations. The distribution proposed is derived from the lognormal distribution, by using the Marshall and Olkin procedure. Some basic properties of this new distribution...

Persistent link: https://www.econbiz.de/10010506043

A class of conjugate priors for log-normal claims based on conditional specification

Sarabia Alzaga, José Maria; Castillo, Enrique; … - In: The journal of risk and insurance : the journal of the … 72 (2005) 3, pp. 479-495

Persistent link: https://www.econbiz.de/10003144504

Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications

Gómez-Déniz, Emilio; Sarabia Alzaga, José Maria; … - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 39-49

Persistent link: https://www.econbiz.de/10003681597

A new discrete distribution with actuarial applications

Gómez-Déniz, Emilio; Sarabia Alzaga, José Maria; … - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 406-412

Persistent link: https://www.econbiz.de/10008989284

Modelling insurance data with the Pareto ArcTan distribution

Gómez-Déniz, Emilio; Calderín-Ojeda, Enrique - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 639-660

Persistent link: https://www.econbiz.de/10011397270

Closed-form solution for a bivariate distribution in stochastic frontier models with dependent errors

Gómez-Déniz, Emilio; Pérez Rodríguez, Jorge V. - In: Journal of productivity analysis 43 (2015) 2, pp. 215-223

Persistent link: https://www.econbiz.de/10011380335

The Log–Lindley distribution as an alternative to the beta regression model with applications in insurance

Gómez-Déniz, Emilio; Sordo, Miguel A.; … - In: Insurance / Mathematics & economics 54 (2014), pp. 49-57

Persistent link: https://www.econbiz.de/10010259682

Unconditional distributions obtained from conditional specification models with applications in risk theory

Gómez-Déniz, Emilio; Calderín-Ojeda, Enrique - 2012

Persistent link: https://www.econbiz.de/10009565492

Modelling dependence between daily tourist expenditure and length of stay

Gómez-Déniz, Emilio; Pérez Rodríguez, Jorge V. - In: Tourism economics : the business and finance of tourism … 27 (2021) 8, pp. 1615-1628

Persistent link: https://www.econbiz.de/10012794870

Risk aggregation in multivariate dependent Pareto distributions

Sarabia Alzaga, José Maria; Gómez-Déniz, Emilio; … - In: Insurance / Mathematics & economics 71 (2016), pp. 154-163

Persistent link: https://www.econbiz.de/10011630633