A new family of heavy tailed distributions with an application to the heavy tailed insurance loss data
Author:
Affiliation:
1. Department of Statistics, Yazd University, Yazd, Iran;
2. Department of Statistics, St. Anthony’s College, Shillong, India
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2020.1741623
Reference18 articles.
1. Skewed distributions in finance and actuarial science: a review
2. Recent Developments in Distribution Theory: A Brief Survey and Some New Generalized Classes of distributions
3. A new method for generating families of continuous distributions
4. Application of Coherent Risk Measures to Capital Requirements in Insurance
5. Modeling actuarial data with a composite lognormal-Pareto model
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