A new family of heavy tailed distributions with an application to the heavy tailed insurance loss data

Heavy tailed distributions play very significant role in the study of actuarial and financial risk management data but the probability distributions proposed to model such data are scanty. Actuaries often search for new and appropriate statistical models to address data related to financial risk pro...

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Vydáno v:	Communications in statistics. Simulation and computation Ročník 51; číslo 8; s. 4372 - 4395
Hlavní autoři:	Ahmad, Zubair, Mahmoudi, Eisa, Dey, Sanku
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Philadelphia Taylor & Francis 03.08.2022 Taylor & Francis Ltd
Témata:	Actuarial measures Estimation Heavy tailed distributions Insurance Insurance losses Maximum likelihood estimators Monte Carlo simulation Risk management Statistical analysis Statistical models Weibull distribution
ISSN:	0361-0918, 1532-4141
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