A new family of heavy tailed distributions with an application to the heavy tailed insurance loss data

DOI10.1080/03610918.2020.1741623OpenAlexW3013726356MaRDI QIDQ5867470

Sanku Dey, Zubair Ahmad, Eisa Mahmoudi

Publication date: 14 September 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1741623

zbMATH Keywords

estimationMonte Carlo simulationWeibull distributionheavy tailed distributionsinsurance lossesactuarial measures

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

The exponential T-X family of distributions: properties and an application to insurance data

Cites Work

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• Application of Coherent Risk Measures to Capital Requirements in Insurance

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