On Modeling the Earthquake Insurance Data via a New Member of the T-X Family
Heavy-tailed distributions play an important role in modeling data in actuarial and financial sciences. In this article, a new method is suggested to define new distributions suitable for modeling data with a heavy right tail. The proposed method may be named as the Z-family of distributions. For il...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2020-01-01
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| Series: | Computational Intelligence and Neuroscience |
| Online Access: | http://dx.doi.org/10.1155/2020/7631495 |