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http://hdl.handle.net/10553/41626
| Título: | An alternative representation of the negative binomial-Lindley distribution. New results and applications | Autores/as: | Gómez-Déniz, Emilio Calderin-Ojeda, Enrique |
Clasificación UNESCO: | 5302 Econometría 530204 Estadística económica |
Palabras clave: | Lindley distribution Mixture Negative binomial distribution EM algorithm Insurance |
Fecha de publicación: | 2017 | Proyectos: | Nuevos Desarrollos en Métodos Cuantitativos Bayesianos. Aplicaciónes en Evaluación Económica de Tratamientos Mediante Meta-Análisis y Medición de Riesgos Con Datos Actuariales | Publicación seriada: | ArXiv.org | Resumen: | 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. | URI: | http://hdl.handle.net/10553/41626 | ISSN: | 2331-8422 | Fuente: | ArXiv.org[ISSN 2331-8422], 1703.04812, 14 de marzo de 2017 | URL: | http://arxiv.org/abs/1703.04812v1 |
| Colección: | Artículos |
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