Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/42939
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dc.contributor.authorGómez Déniz, Emilioen_US
dc.contributor.authorSarabia, José Maríaen_US
dc.contributor.authorCalderín Ojeda, Enriqueen_US
dc.date.accessioned2018-11-21T11:46:24Z-
dc.date.available2018-11-21T11:46:24Z-
dc.date.issued2011en_US
dc.identifier.issn0167-6687en_US
dc.identifier.urihttp://hdl.handle.net/10553/42939-
dc.description.abstractA new discrete distribution depending on two parameters, α<1,α≠0 and 0<θ<1, is introduced in this paper. The new distribution is unimodal with a zero vertex and overdispersion (mean larger than the variance) and underdispersion (mean lower than the variance) are encountered depending on the values of its parameters. Besides, an equation for the probability density function of the compound version, when the claim severities are discrete is derived. The particular case obtained when α tends to zero is reduced to the geometric distribution. Thus, the geometric distribution can be considered as a limiting case of the new distribution. After reviewing some of its properties, we investigated the problem of parameter estimation. Expected frequencies were calculated for numerous examples, including short and long tailed count data, providing a very satisfactory fit.en_US
dc.languageengen_US
dc.publisher0167-6687
dc.relation.ispartofInsurance: Mathematics and Economicsen_US
dc.sourceInsurance: Mathematics and Economics[ISSN 0167-6687],v. 48, p. 406-412en_US
dc.subject1209 Estadísticaen_US
dc.subject.otherDistribuciónen_US
dc.titleA new discrete distribution with actuarial applicationsen_US
dc.typeinfo:eu-repo/semantics/Articlees
dc.typeArticlees
dc.identifier.doi10.1016/j.insmatheco.2011.01.007
dc.identifier.scopus79951948144-
dc.identifier.isi000289746000011
dc.contributor.authorscopusid15724912000
dc.contributor.authorscopusid6701455820
dc.contributor.authorscopusid23479414700
dc.description.lastpage412-
dc.description.firstpage406-
dc.relation.volume48-
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.type2Artículoen_US
dc.contributor.daisngid610603
dc.contributor.daisngid311897
dc.contributor.daisngid1844848
dc.contributor.wosstandardWOS:Gomez-Deniz, E
dc.contributor.wosstandardWOS:Sarabia, JM
dc.contributor.wosstandardWOS:Calderin-Ojeda, E
dc.date.coverdateMayo 2011
dc.identifier.ulpgces
dc.description.sjr1,317
dc.description.jcr1,288
dc.description.sjrqQ1
dc.description.jcrqQ2
dc.description.scieSCIE
dc.description.ssciSSCI
item.grantfulltextnone-
item.fulltextSin texto completo-
crisitem.author.deptGIR TIDES- 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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