This article presents the estimation methods of three parameters Discrete Generalized Exponential distribution. The two-parameter generalized exponential distribution was introduced by Gupta and Kundu (1999). We present the three parameters discrete Generalized Exponential distribution is the...

This paper examines the impact of the parameters of the distribution of the time at which a bank’s client defaults on their obligated payments, on the Lundberg adjustment coefficient, the upper and lower bounds of the ruin probability. We study the corresponding ruin probability on the...

Jaynes (1957a,b) formulates the maximum entropy (ME) principle as the search for a distribution maximizing a given entropy under some given constraints. Kapur (1984) and Kesavan & Kapur (1989) introduce the generalized maximum entropy principle as the derivation of an entropy for which a given...