Please use this identifier to cite or link to this item:
http://hdl.handle.net/10553/52579
DC Field | Value | Language |
---|---|---|
dc.contributor.author | García, V.J. | en_US |
dc.contributor.author | Gómez-Déniz, E. | en_US |
dc.contributor.author | Vázquez-Polo, F. J. | en_US |
dc.date.accessioned | 2018-12-03T13:21:25Z | - |
dc.date.available | 2018-12-03T13:21:25Z | - |
dc.date.issued | 2016 | en_US |
dc.identifier.issn | 0361-0926 | en_US |
dc.identifier.uri | http://hdl.handle.net/10553/52579 | - |
dc.description.abstract | 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. | en_US |
dc.language | eng | en_US |
dc.relation.ispartof | Communications in Statistics - Theory and Methods | en_US |
dc.source | Communications in Statistics - Theory and Methods[ISSN 0361-0926],v. 45, p. 2023-2044 | en_US |
dc.subject | 53 Ciencias económicas | en_US |
dc.subject.other | Heavy-Tailed | en_US |
dc.subject.other | Insurance | en_US |
dc.subject.other | Lognormal distribution | en_US |
dc.subject.other | Loss | en_US |
dc.subject.other | Subexponential distribution | en_US |
dc.title | A Marshall-Olkin family of heavy-tailed distributions which includes the lognormal one | en_US |
dc.type | info:eu-repo/semantics/Article | es |
dc.type | Article | es |
dc.identifier.doi | 10.1080/03610926.2013.873132 | |
dc.identifier.scopus | 84961238483 | |
dc.identifier.isi | 000372828900013 | |
dc.contributor.authorscopusid | 56481116800 | |
dc.contributor.authorscopusid | 15724912000 | |
dc.contributor.authorscopusid | 6602318225 | |
dc.description.lastpage | 2044 | - |
dc.identifier.issue | 7 | - |
dc.description.firstpage | 2023 | - |
dc.relation.volume | 45 | - |
dc.investigacion | Ciencias Sociales y Jurídicas | en_US |
dc.type2 | Artículo | en_US |
dc.contributor.daisngid | 23923476 | |
dc.contributor.daisngid | 610603 | |
dc.contributor.daisngid | 29952969 | |
dc.contributor.wosstandard | WOS:Garcia, VJ | |
dc.contributor.wosstandard | WOS:Gomez-Deniz, E | |
dc.contributor.wosstandard | WOS:Vazquez-Polo, FJ | |
dc.date.coverdate | Abril 2016 | |
dc.identifier.ulpgc | Sí | es |
dc.description.sjr | 0,49 | |
dc.description.jcr | 0,311 | |
dc.description.sjrq | Q4 | |
dc.description.jcrq | Q4 | |
dc.description.scie | SCIE | |
item.grantfulltext | none | - |
item.fulltext | Sin texto completo | - |
crisitem.author.dept | GIR TIDES- Técnicas estadísticas bayesianas y de decisión en la economía y empresa | - |
crisitem.author.dept | IU de Turismo y Desarrollo Económico Sostenible | - |
crisitem.author.dept | Departamento de Métodos Cuantitativos en Economía y Gestión | - |
crisitem.author.dept | GIR TIDES- Técnicas estadísticas bayesianas y de decisión en la economía y empresa | - |
crisitem.author.dept | IU de Turismo y Desarrollo Económico Sostenible | - |
crisitem.author.dept | Departamento de Métodos Cuantitativos en Economía y Gestión | - |
crisitem.author.orcid | 0000-0002-5072-7908 | - |
crisitem.author.orcid | 0000-0002-0632-6138 | - |
crisitem.author.parentorg | IU de Turismo y Desarrollo Económico Sostenible | - |
crisitem.author.parentorg | IU de Turismo y Desarrollo Económico Sostenible | - |
crisitem.author.fullName | Gómez Déniz, Emilio | - |
crisitem.author.fullName | Vázquez Polo, Francisco José | - |
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