Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/42916
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dc.contributor.authorGómez Déniz, Emilioen_US
dc.contributor.authorHernández Bastida, A.en_US
dc.contributor.authorFernández Sánchez, M. P.en_US
dc.date.accessioned2018-11-21T11:40:49Z-
dc.date.available2018-11-21T11:40:49Z-
dc.date.issued2016en_US
dc.identifier.issn0126-6705en_US
dc.identifier.urihttp://hdl.handle.net/10553/42916-
dc.description.abstractA new discrete distribution, depending on two parameters, is introduced in this paper. A mixing process is utilized, with the discrete Lindley acting as the mixed and the Beta prime as the mixing distribution. The distribution obtained is shown to be unimodal and overdispersed. An equation for the probability density function of the compound version, when claim severities are exponentially distributed, is also derived. After reviewing some of its properties, we investigate the question of parameter estimation. Real frequency data consisting of automobile claim frequencies were fitted successfully using the proposed distribution and the estimated values were used to compute the right-tail probabilities of the aggregate claim size distribution when the new distribution acts as the primary distribution. These values are compared with those obtained when the Poisson distribution is assumed to be the primary distribution.en_US
dc.languageengen_US
dc.publisher0126-6705
dc.relation.ispartofBulletin of the Malaysian Mathematical Sciences Societyen_US
dc.sourceBulletin of the Malaysian Mathematical Sciences Society[ISSN 0126-6705],v. 39, p. 633-647en_US
dc.subject1207 Investigación operativaen_US
dc.subject.otherMétodos bayesianosen_US
dc.subject.otherDistribuciónen_US
dc.titleA suitable discrete distribution for modelling automobile claim frequenciesen_US
dc.typeinfo:eu-repo/semantics/Articlees
dc.typeArticlees
dc.identifier.doi10.1007/s40840-015-0189-y
dc.identifier.scopus84960381559-
dc.identifier.isi000371896400012
dc.contributor.authorscopusid15724912000
dc.contributor.authorscopusid6506113782
dc.contributor.authorscopusid27967717500
dc.description.lastpage647-
dc.description.firstpage633-
dc.relation.volume39-
dc.type2Artículoen_US
dc.contributor.daisngid610603
dc.contributor.daisngid3536871
dc.contributor.daisngid4072871
dc.contributor.wosstandardWOS:Gomez-Deniz, E
dc.contributor.wosstandardWOS:Hernandez-Bastida, A
dc.contributor.wosstandardWOS:Fernandez-Sanchez, MP
dc.date.coverdateAbril 2016
dc.identifier.ulpgces
dc.description.sjr0,651
dc.description.jcr0,72
dc.description.sjrqQ2
dc.description.jcrqQ2
dc.description.scieSCIE
item.grantfulltextnone-
item.fulltextSin texto completo-
crisitem.author.deptGIR 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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