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New methods to define heavy-tailed distributions with applications to insurance data

Published:2020-01-01 Issue:1 Volume:14 Page:359-382
ISSN:1658-3655
Container-title:Journal of Taibah University for Science
language:en
Short-container-title:Journal of Taibah University for Science

Author:

Ahmad Zubair¹,Mahmoudi Eisa¹^ORCID,Hamedani G. G.²,Kharazmi Omid³^ORCID

Affiliation:

1. Department of Statistics, Yazd University, Yazd, Iran

2. Department of Mathematical and Statistical Sciences, Marquette University, Milwaukee, WI, USA

3. Department of Statistics, Faculty of Sciences, Vali-e-Asr university of Rafsanjan, Rafsanjan, Iran

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/16583655.2020.1741942

Reference32 articles.

1. On generalized log-Moyal distribution: A new heavy tailed size distribution

2. Heavy-Tailed Distributions and Rating

3. Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory

4. Discussion of the Danish Data on Large Fire Insurance Losses

5. Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?

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