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Journal of Statistical Computation and Simulation Volume 81, 2011 - Issue 6
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Original Articles

Collective risk model: Poisson–Lindley and exponential distributions for Bayes premium and operational risk

A. Hernández-Bastida Department of Quantitative Methods in Economics, University of Granada, Granada, SpainCorrespondence[email protected]
,
M. P. Fernández-Sánchez Department of Quantitative Methods in Economics, University of Granada, Granada, Spain
&
E. Gómez-Déniz Department of Quantitative Methods in Economics, University of Las Palmas de Gran Canaria, Las Palmas, Spain
Pages 759-778 | Received 20 Apr 2009, Accepted 14 Nov 2009, Published online: 29 Nov 2010

Citations (7)

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Zeinab Amin & Maram Salem. (2015) Bayesian modelling of health insurance losses. Journal of Applied Statistics 42:2, pages 231-251.
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Articles from other publishers (6)

Khreshna Syuhada, Venansius Tjahjono & Arief Hakim. (2024) Compound Poisson–Lindley process with Sarmanov dependence structure and its application for premium-based spectral risk forecasting. Applied Mathematics and Computation 467, pages 128492.
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Arturo J. Fernández. (2019) Optimal lot disposition from Poisson–Lindley count data. Applied Mathematical Modelling 70, pages 595-604.
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E. Gómez-Déniz. (2018) Adding a parameter to the exponential and Weibull distributions with applications. Mathematics and Computers in Simulation 144, pages 108-119.
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Emilio Gómez-Déniz, Miguel A. Sordo & Enrique Calderín-Ojeda. (2014) The Log–Lindley distribution as an alternative to the beta regression model with applications in insurance. Insurance: Mathematics and Economics 54, pages 49-57.
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S. Nadarajah & S. A. A. Bakar. (2013) A new R package for actuarial survival models. Computational Statistics 28:5, pages 2139-2160.
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Agustín Hernández-Bastida & M. Pilar Fernández-Sánchez. (2012) A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model. Statistical Methods & Applications 21:4, pages 391-409.
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