Identificador persistente para citar o vincular este elemento: http://hdl.handle.net/10553/42924
Título: Unconditional distributions obtained from conditional specification models with applications in risk theory
Autores/as: Gómez Déniz, Emilio 
Calderín Ojeda, Enrique
Clasificación UNESCO: 1207 Investigación operativa
Palabras clave: Distribución
Fecha de publicación: 2014
Editor/a: 0346-1238
Publicación seriada: Scandinavian Actuarial Journal 
Resumen: Bivariate distributions, specified in terms of their conditional distributions, provide a powerful tool to obtain flexible distributions. These distributions play an important role in specifying the conjugate prior in certain multi-parameter Bayesian settings. In this paper, the conditional specification technique is applied to look for more flexible distributions than the traditional ones used in the actuarial literature, as the Poisson, negative binomial and others. The new specification draws inferences about parameters of interest in problems appearing in actuarial statistics. Two unconditional (discrete) distributions obtained are studied and used in the collective risk model to compute the right-tail probability of the aggregate claim size distribution. Comparisons with the compound Poisson and compound negative binomial are made
URI: http://hdl.handle.net/10553/42924
ISSN: 0346-1238
DOI: 10.1080/03461238.2012.751674
Fuente: Scandinavian Actuarial Journal[ISSN 0346-1238], p. 602-619
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