Identificador persistente para citar o vincular este elemento: http://hdl.handle.net/10553/52579
Título: A Marshall-Olkin family of heavy-tailed distributions which includes the lognormal one
Autores/as: García, V.J.
Gómez-Déniz, E. 
Vázquez-Polo, F. J. 
Clasificación UNESCO: 53 Ciencias económicas
Palabras clave: Heavy-Tailed
Insurance
Lognormal distribution
Loss
Subexponential distribution
Fecha de publicación: 2016
Publicación seriada: Communications in Statistics - Theory and Methods 
Resumen: A new class of heavy-tailed distribution functions, containing the lognormal distribution as a particular case is introduced. The class thus obtained depends on a set of three parameters, incorporating an additional distribution to the classical lognormal one. This new class of heavy-tailed distribution is presented as an alternative to other useful heavy-tailed distributions, such as the lognormal, Weibull, and Pareto distributions. The density and distribution functions of this new class are given by a closed expression which allows us to easily compute probabilities, quantiles, moments, and related measurements. Finally, some applications are shown as examples.
URI: http://hdl.handle.net/10553/52579
ISSN: 0361-0926
DOI: 10.1080/03610926.2013.873132
Fuente: Communications in Statistics - Theory and Methods[ISSN 0361-0926],v. 45, p. 2023-2044
Colección:Artículos
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