Identificador persistente para citar o vincular este elemento: http://hdl.handle.net/10553/42927
Título: On modelling insurance data by using a generalized lognormal distribution
Autores/as: García, Victoriano J.
Gómez-Déniz, Emilio 
Vázquez-Polo, Francisco J. 
Clasificación UNESCO: 1209 Estadística
Palabras clave: Distribución
Fecha de publicación: 2014
Editor/a: 1886-516X
Publicación seriada: Revista de Metodos Cuantitativos para la Economia y la Empresa 
Resumen: In this paper, a new heavy-tailed distribution is used to model data with a strong right tail, as often occurs in practical situations. The distribution proposed is derived from the lognormal distribution, by using the Marshall and Olkin procedure. Some basic properties of this new distribution are obtained and we present situations where this new distribution correctly reflects the sample behaviour for the right tail probability. An application of the model to dental insurance data is presented and analysed in depth. We conclude that the generalized lognormal distribution proposed is a distribution that should be taken into account among other possible distributions for insurance data in which the properties of a heavy-tailed distribution are present.
URI: http://hdl.handle.net/10553/42927
ISSN: 1886-516X
Fuente: Revista de Metodos Cuantitativos para la Economia y la Empresa[ISSN 1886-516X],v. 18, p. 146-162
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