Please use this identifier to cite or link to this item:
Title: An alternative representation of the negative binomial-Lindley distribution. New results and applications
Authors: Gómez-Déniz, Emilio 
Calderin-Ojeda, Enrique
UNESCO Clasification: 5302 Econometría
530204 Estadística económica
Keywords: Lindley distribution
Negative binomial distribution
EM algorithm
Issue Date: 2017
Project: Nuevos Desarrollos en Métodos Cuantitativos Bayesianos. Aplicaciónes en Evaluación Económica de Tratamientos Mediante Meta-Análisis y Medición de Riesgos Con Datos Actuariales 
Abstract: In this paper we present an alternative representation of the Negative Binomial--Lindley distribution recently proposed by Zamani and Ismail (2010) which shows some advantages over the latter model. This new formulation provides a tractable model with attractive properties which makes it suitable for application not only in insurance settings but also in other fields where overdispersion is observed. Basic properties of the new distribution are studied. A recurrence for the probabilities of the new distribution and an integral equation for the probability density function of the compound version, when the claim severities are absolutely continuous, are derived. Estimation methods are discussed and a numerical application is given.
ISSN: 2331-8422
Source:[ISSN 2331-8422], 1703.04812, 14 de marzo de 2017
Appears in Collections:Artículos
Adobe PDF (153,14 kB)
Show full item record

Page view(s)

checked on Aug 13, 2023


checked on Aug 13, 2023

Google ScholarTM



Export metadata

Items in accedaCRIS are protected by copyright, with all rights reserved, unless otherwise indicated.