Properties and applications of the Poisson-reciprocal inverse Gaussian distribution
Author:
Affiliation:
1. Department of Quantitative Methods and TiDES Institute, University of Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, Spain
2. Centre for Actuarial Studies, Department of Economics, University of Melbourne, Melbourne, Australia
Funder
Ministerio de Ciencia e Innovación
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/00949655.2017.1387917
Reference25 articles.
1. The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial
2. Mixed Poisson Distributions
3. Analysis of Long-Tailed Count Data by Poisson Mixtures
4. Loss Models
5. Modelling losses using an exponential-inverse Gaussian distribution
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