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Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/41368
DC FieldValueLanguage
dc.contributor.authorGhitany, Mohamed E.en_US
dc.contributor.authorGómez-Déniz, Emilioen_US
dc.contributor.authorNadarajah, Saraleesen_US
dc.date.accessioned2018-06-26T09:58:48Z-
dc.date.available2018-06-26T09:58:48Z-
dc.date.issued2018en_US
dc.identifier.issn1911-8066en_US
dc.identifier.urihttp://hdl.handle.net/10553/41368-
dc.description.abstractThe 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.en_US
dc.languageengen_US
dc.relation.ispartofJournal Of Risk And Financial Managementen_US
dc.sourceJournal of Risk and Financial Management [ISSN 1911-8074], v. 11 (1)en_US
dc.subject53 Ciencias económicasen_US
dc.subject1209 Estadísticaen_US
dc.subject.otherGamma distributionen_US
dc.subject.otherEstimationen_US
dc.subject.otherFinancial risken_US
dc.subject.otherFiten_US
dc.subject.otherPareto distributionen_US
dc.subject.otherDistribución Paretoen_US
dc.titleA new generalization of the pareto distribution and Its application to insurance dataen_US
dc.typeinfo:eu-repo/semantics/Articlees
dc.typeArticlees
dc.identifier.doi10.3390/jrfm11010010
dc.identifier.isi000428558300010-
dc.identifier.eissn1911-8074-
dc.identifier.issue1-
dc.relation.volume11-
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.type2Artículoen_US
dc.contributor.daisngid977733
dc.contributor.daisngid610603
dc.contributor.daisngid3662
dc.contributor.wosstandardWOS:Ghitany, ME
dc.contributor.wosstandardWOS:Gomez-Deniz, E
dc.contributor.wosstandardWOS:Nadarajah, S
dc.date.coverdateMarzo 2018
dc.identifier.ulpgcSíes
dc.description.esciESCI
item.grantfulltextopen-
item.fulltextCon texto completo-
crisitem.author.deptGIR TIDES- Técnicas estadísticas bayesianas y de decisión en la economía y empresa-
crisitem.author.deptIU de Turismo y Desarrollo Económico Sostenible-
crisitem.author.deptDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.orcid0000-0002-5072-7908-
crisitem.author.parentorgIU de Turismo y Desarrollo Económico Sostenible-
crisitem.author.fullNameGómez Déniz, Emilio-
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