A New Weighted Lindley Model with Applications to Extreme Historical Insurance Claims

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45-A New Weighted.pdf (3.05 MB)

Date

2025-01-15

Document type

journal article

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Investigación
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Authors

Alizadeh, Morad, Afshari, Mahmoud, Cordeiro, Gauss M., Ramaki, Ziaurrahman, Contreras-Reyes, Javier E., Dirnik, Fatemeh, Yousof, Haitham M.

Publisher

MDPI AG

URI

https://repositorio.udla.cl/handle/udla/1889

DOI

https://doi.org/10.3390/stats8010008

Keywords

extreme claim, Lindley model, mean-of-order P, peaks over a random threshold, value-at-risk, weighted models

Citation

Stats, 8(1), 8. https://doi.org/10.3390/stats8010008

Abstract

In this paper, we propose a weighted Lindley (NWLi) model for the analysis of extreme historical insurance claims. It extends the classical Lindley distribution by incorporating a weight parameter, en...

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Creative Commons Attribution 4.0 International
Except where otherwised noted, this item's license is described as Creative Commons Attribution 4.0 International
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