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Aggregation of dependent risks in mixtures of exponential distributions and extensions

Sarabia, José María; Gómez-Déniz, Emilio; Prieto, … - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 1079-1107

Persistent link: https://www.econbiz.de/10011999867

Risk aggregation in multivariate dependent Pareto distributions

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

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

Modelling losses and locating the tail with the Pareto positive stable distribution

Guillén, Montserrat; Prieto, Faustino; Sarabia, José … - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 454-461

Persistent link: https://www.econbiz.de/10009404684

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

A new discrete distribution with actuarial applications

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

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

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

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

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

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

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

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

Sarabia, José María; 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

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