El propósito principal de los sistemas de tarificación Bonus-Malus es que los asegurados paguen una prima justa, esto es la prima que corresponda a su propia experiencia de reclamación. Sin embargo, la mayoría de estos sistemas penalizan injustamente a determinados asegurados, haciéndoles...

In this paper the analysis of the collective risk model assuming Erlang loss, when the claim frequency follows the discrete generalized Lindley distribution, is considered. After providing some new results of this discrete model, analytical expressions for the aggregate claim size distribution...

In this paper we propose a new compound negative binomial distribution by mixing the p negative binomial parameter with an inverse Gaussian distribution and where we consider the reparameterization p=exp(-[lambda]). This new formulation provides a tractable model with attractive properties which...

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...

This paper proposes a bivariate continuous model based on normal–half normal distributions for testing the independence of idiosyncratic and inefficiency terms in the stochastic frontier model in a maximum likelihood framework. This model allows us to construct a closed-form of the marginal...

Let L0 consider an initial Lorenz curve. In this paper we propose a general methodology for obtaining new classes of parametric Lorenz or Leimkuhler curves that contain the original curve as limiting or special case. The new classes introduce additional parameters in the original family,...

In this paper a new probability density function with bounded domain is presented. The new distribution arises from the generalized Lindley distribution proposed by Zakerzadeh and Dolati (2010). This new distribution that depends on two parameters can be considered as an alternative to the...

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...

This paper focuses on the study of the Collective and Bayes Premiums, under the Variance Premium Principle, in the classic Collective Risk Poisson-Exponential Model. A bivariate prior distribution is considered for both the parameter of the distribution of the number of claims and that of the...

In this article, a new methodology for obtaining a premium based on a broad class of conjugate prior distributions, assuming lognormal claims, is presented. The new class of prior distributions arise in a natural way, using the conditional specification technique introduced by Arnold, Castillo,...