Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/41368
Title: A new generalization of the pareto distribution and Its application to insurance data
Authors: Ghitany, Mohamed E.
Gómez-Déniz, Emilio 
Nadarajah, Saralees
UNESCO Clasification: 53 Ciencias económicas
1209 Estadística
Keywords: Gamma distribution
Estimation
Financial risk
Fit
Pareto distribution, et al
Issue Date: 2018
Journal: Journal Of Risk And Financial Management 
Abstract: The Pareto classical distribution is one of the most attractive in statistics and particularly in the scenario of actuarial statistics and finance. For example, it is widely used when calculating reinsurance premiums. In the last years, many alternative distributions have been proposed to obtain better adjustments especially when the tail of the empirical distribution of the data is very long. In this work, an alternative generalization of the Pareto distribution is proposed and its properties are studied. Finally, application of the proposed model to the earthquake insurance data set is presented.
URI: http://hdl.handle.net/10553/41368
ISSN: 1911-8066
DOI: 10.3390/jrfm11010010
Source: Journal of Risk and Financial Management [ISSN 1911-8074], v. 11 (1)
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