Identificador persistente para citar o vincular este elemento: https://accedacris.ulpgc.es/handle/10553/42927
Title: On modelling insurance data by using a generalized lognormal distribution
Authors: García, Victoriano J.
Gómez-Déniz, Emilio 
Vázquez-Polo, Francisco J. 
UNESCO Clasification: 1209 Estadística
Keywords: Distribución
Issue Date: 2014
Publisher: 1886-516X
Journal: Revista de Metodos Cuantitativos para la Economia y la Empresa 
Abstract: 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: https://accedacris.ulpgc.es/handle/10553/42927
ISSN: 1886-516X
Source: Revista de Metodos Cuantitativos para la Economia y la Empresa[ISSN 1886-516X],v. 18, p. 146-162
Appears in Collections:Artículos
miniatura
Adobe PDF (745,75 kB)
Vista completa

Citas SCOPUSTM   

5
actualizado el 08-jun-2025

Visitas

72
actualizado el 17-may-2025

Descargas

40
actualizado el 17-may-2025

Google ScholarTM

Verifica


Comparte



Exporta metadatos



Los elementos en ULPGC accedaCRIS están protegidos por derechos de autor con todos los derechos reservados, a menos que se indique lo contrario.