Gamma-Generalized Inverse Gaussian Class of Distributions with Applications

DOI10.1080/03610926.2011.588360zbMath1347.62029OpenAlexW2022574511MaRDI QIDQ4921649

Enrique Calderín Ojeda, Emilio Gómez-Déniz, José María Sarabia

Publication date: 13 May 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.588360

zbMATH Keywords

credibilityposterior distributiongamma distributiongeneralized inverse Gaussian distributionclaim amountfitcovariable

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

Remarks on a generalized inverse Gaussian type integral with applications ⋮ GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA ⋮ The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes

Uses Software

• Mathematica

Cites Work

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• Weighted premium calculation principles
• Modelling losses using an exponential-inverse Gaussian distribution
• The inverse gaussian distribution: Some properties and characterizations
• E-IG Model in Life Testing
• A Primer on Statistical Distributions
• A proof of the conjecture on positive skewness of generalised inverse Gaussian distributions
• Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data

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