A new heavy tailed distribution with actuarial measures
Actuaries are constantly on the lookout for heavy-tailed (HT) distributions in order to model data important to business and actuarial risk problems. In this article, we describe a novel type of heavy-tailed distribution that may be used to model data in the financial disciplines. Our proposed model...
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| Autori principali: | , , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Elsevier
2023-06-01
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| Serie: | Journal of Radiation Research and Applied Sciences |
| Soggetti: | |
| Accesso online: | http://www.sciencedirect.com/science/article/pii/S1687850723000407 |
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