On generalized log-Moyal distribution: a new heavy tailed size distribution

DOI10.1016/j.insmatheco.2018.02.002zbMath1401.91102OpenAlexW2793638044MaRDI QIDQ1742726

Sreenivasan Ravi, Deepesh Bhati

Publication date: 12 April 2018

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.02.002

zbMATH Keywords

heavy tailed distributionsregression modellingDanish fire insurance losseslimited expected valuelog-Moyal distributionNorwegian fire insurance lossesvehicle insurance losses

Mathematics Subject Classification ID

Related Items (8)

A new class of copula regression models for modelling multivariate heavy-tailed data ⋮ The arcsine exponentiated-\(X\) family: validation and insurance application ⋮ A new distributional approach: estimation, Monte Carlo simulation and applications to the biomedical data sets ⋮ A new extended-\(X\) family of distributions: properties and applications ⋮ GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA ⋮ The exponential T-X family of distributions: properties and an application to insurance data ⋮ Analysis of skewed data by using compound Poisson exponential distribution with applications to insurance claims ⋮ Using Model Averaging to Determine Suitable Risk Measure Estimates

Uses Software

• DLMF
• QRM

Cites Work

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