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Communications in Statistics - Theory and Methods Volume 42, 2013 - Issue 6
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Original Articles

Gamma-Generalized Inverse Gaussian Class of Distributions with Applications

Emilio Gómez-Déniz Department of Quantitative Methods, University of Las Palmas de Gran Canaria, SpainCorrespondence[email protected]
,
Enrique Calderín-Ojeda Centre for Actuarial Studies, The University of Melbourne, Melbourne, Australia
&
José María Sarabia Department of Economics, University of Cantabria, Santander, Spain
Pages 919-933 | Received 09 Mar 2010, Accepted 11 May 2011, Published online: 06 Feb 2013

Citations (13)

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Ian Rouse & Stefan Willitsch. (2019) The energy distribution of an ion in a radiofrequency trap interacting with a nonuniform neutral buffer gas. Molecular Physics 117:21, pages 3120-3131.
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Fatma F. Gündüz & Ali İ. Genç. (2016) The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes. Journal of Statistical Computation and Simulation 86:17, pages 3456-3481.
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Articles from other publishers (11)

Zhengxiao Li, Fei Wang & Zhengtang Zhao. (2024) A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data. Insurance: Mathematics and Economics 117, pages 45-66.
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Emilio Gómez-Déniz  & Enrique Calderín-Ojeda . (2023) On the Use of Lehmann’s Alternative to Capture Extreme Losses in Actuarial Science. Risks 12:1, pages 6.
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Xiao Jiang, Saralees Nadarajah & Thomas Hitchen. (2023) A Review of Generalized Hyperbolic Distributions. Computational Economics.
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Gordon E. Willmot & Jae-Kyung Woo. (2022) Remarks on a generalized inverse Gaussian type integral with applications. Applied Mathematics and Computation 430, pages 127302.
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Farouk Mselmi. (2021) Generalized linear model for subordinated Lévy processes. Scandinavian Journal of Statistics 49:2, pages 772-801.
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Jorge V. Pérez-Rodríguez, Emilio Gómez-Déniz & Simón Sosvilla-Rivero. (2021) Testing unobserved market heterogeneity in financial markets: The case of Banco Popular. The Quarterly Review of Economics and Finance 79, pages 151-160.
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George Tzougas & Himchan Jeong. (2021) An Expectation-Maximization Algorithm for the Exponential-Generalized Inverse Gaussian Regression Model with Varying Dispersion and Shape for Modelling the Aggregate Claim Amount. Risks 9:1, pages 19.
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Zhengxiao Li, Jan Beirlant & Shengwang Meng. (2020) GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA. ASTIN Bulletin 51:1, pages 57-99.
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Jorge Perez-Rodriguez & Emilio Gómez Déniz. (2016) Conditional Duration Model and Unobserved Market Heterogeneity of Traders. An Infinite Mixture of Non–Exponentials. Revista Colombiana de Estadística 39:2, pages 307.
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Zhengxiao Li, Fei WANG & Zhengtang Zhao. (2022) A New Class of Composite Gbii Regression Models with Varying Threshold for Modelling Heavy-Tailed Data. SSRN Electronic Journal.
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Jorge Pérez Rodríguez, Emilio Gómez-Déniz & Simon Sosvilla-Rivero. (2019) Testing for Private Information Using Trade Duration Models with Unobserved Market Heterogeneity: The Case of Banco Popular. SSRN Electronic Journal.
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