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On Modeling the Earthquake Insurance Data via a New Member of the T-X Family
Heavy-tailed distributions play an important role in modeling data in actuarial and financial sciences. In this article, a new method is suggested to define new distributions suitable for modeling data with a heavy right tail. The proposed method may be named as the Z-family of distributions. For il...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Hindawi
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7520674/ https://www.ncbi.nlm.nih.gov/pubmed/33014029 http://dx.doi.org/10.1155/2020/7631495 |