Parameter estimation for power function-lognormal composite distribution

DOI10.1080/03610926.2021.1965622MaRDI QIDQ6106244zbMATH OpenOpenAlexFDO

Authors

Publication date 27 June 2023

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

Full work available at URL https://doi.org/10.1080/03610926.2021.1965622

zbMATH Keywords

composite modelsincome datainsurance claim dataparameter estimationpower function-lognormal composite (PFLC) distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Power Lindley-logarithmic distribution and parameter estimation
• scientific article; zbMATH DE number 3888707
• Estimation of a parametric function associated with the lognormal distribution
• Estimation of parameters of a lognormal distribution
• A power log-Dagum distribution: estimation and applications
• Parameter estimation of power function distribution with TL-moments
• scientific article; zbMATH DE number 3864281
• On estimation of parameters of the exponential power family of distributions

Cites work

• A Brief History of Generative Models for Power Law and Lognormal Distributions
• A composite Exponential-Pareto distribution
• A family of density-hazard distributions for insurance losses
• A new look at the inverse Gaussian distribution with applications to insurance and economic data
• An actuarial model based on the composite Weibull-Pareto distribution
• Composite lognormal-Pareto model with random threshold
• Distribution of Product and of Quotient of Maximum Values in Samples from a Power-Function Population
• scientific article; zbMATH DE number 5837697 (Why is no real title available?)
• scientific article; zbMATH DE number 572298 (Why is no real title available?)
• Modeling actuarial data with a composite lognormal-Pareto model
• Modeling claims data with composite Stoppa models
• Modeling loss data using composite models
• Modeling loss data using mixtures of distributions
• Modeling with Weibull-Pareto models
• Modelling extreme claims via composite models and threshold selection methods
• New composite models for the Danish fire insurance data
• New Folded Models for the Log-Transformed Norwegian Fire Claim Data
• On characterization of certain distributions of \(k\)th lower (upper) record values
• On composite lognormal-Pareto models
• Power-law distributions in empirical data
• The Double Pareto-Lognormal Distribution—A New Parametric Model for Size Distributions
• The Pareto, Zipf and other power laws
• The Weibull–Pareto Composite Family with Applications to the Analysis of Unimodal Failure Rate Data

Cited in

(1)

• On the composite Lognormal–Pareto distribution with uncertain threshold

This page was built for publication: Parameter estimation for power function-lognormal composite distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6106244)