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Article

1 Citations

1,270 Views

12 Pages

Scale Mixture of Gleser Distribution with an Application to Insurance Data

Neveka M. Olmos,
Emilio Gómez-Déniz and
Osvaldo Venegas

Mathematics2024, 12(9), 1397;https://doi.org/10.3390/math12091397

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3 May 2024

In this paper, the scale mixture of the Gleser (SMG) distribution is introduced. This new distribution is the product of a scale mixture between the Gleser (G) distribution and the Beta(a,1) distribution. The SMG distribution is an alternative to dis...

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Article

7 Citations

2,077 Views

16 Pages

The Heavy-Tailed Gleser Model: Properties, Estimation, and Applications

Neveka M. Olmos,
Emilio Gómez-Déniz and
Osvaldo Venegas

Mathematics2022, 10(23), 4577;https://doi.org/10.3390/math10234577

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2 December 2022

In actuarial statistics, distributions with heavy tails are of great interest to actuaries, as they represent a better description of risk exposure through a type of indicator with a certain probability. These risk indicators are used to determine co...

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Review

12 Citations

3,371 Views

27 Pages

Some Properties of Univariate and Multivariate Exponential Power Distributions and Related Topics

Victor Korolev

Mathematics2020, 8(11), 1918;https://doi.org/10.3390/math8111918

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1 November 2020

In the paper, a survey of the main results concerning univariate and multivariate exponential power (EP) distributions is given, with main attention paid to mixture representations of these laws. The properties of mixing distributions are considered...

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