Enrique Calderin

A Survey of the Individual Claim Size and Other Risk Factors Using Credibility Bonus-Malus Premiums

Emilio Gomez-Deniz, Enrique Calderin-Ojeda

Journal article  |  2020  |  Risks

In this paper, a flexible count regression model based on a bivariate compound Poisson distribution is introduced in order to dist..

On the Type I multivariate zero-truncated hurdle model with applications in health insurance

P Zhang, E Calderin, S Li, X Wu

Journal article  |  2020  |  Insurance: Mathematics and Economics

In the general insurance modeling literature, there has been a lot of work based on univariate zero-truncated models, but little h..

A New Heavy Tailed Class of Distributions Which Includes the Pareto

D Bhati, E Calderín-Ojeda, M Meenakshi

Journal article  |  2019  |  Risks

In this paper, a new heavy-tailed distribution, the mixture Pareto-loggamma distribution, derived through an exponential transform..

Modified Power-Symmetric Distribution

E Gómez-Déniz, YA Iriarte, E Calderín-Ojeda, HW Gómez

Journal article  |  2019  |  Symmetry

In this paper, a general class of modified power-symmetric distributions is introduced. By choosing as symmetric model the normal ..

MODELLING ZERO-INFLATED COUNT DATA WITH A SPECIAL CASE OF THE GENERALISED POISSON DISTRIBUTION

Enrique Calderin-Ojeda, Emilio Gomez-Deniz, Inmaculada Barranco-Chamorro

Journal article  |  2019  |  ASTIN Bulletin

A one-parameter version of the generalised Poisson distribution provided by Consul and Jain (1973) is considered in this paper. Th..

Ruin Probability Functions and Severity of Ruin as a Statistical Decision Problem

Emilio Gomez-Deniz, Jose Maria Sarabia, Enrique Calderin-Ojeda

Journal article  |  2019  |  Risks

It is known that the classical ruin function under exponential claim-size distribution depends on two parameters, which are referr..

The Geometric ArcTan distribution with applications to model demand for health services

E Gomez-Deniz, JM Sarabia, E Calderin-Ojeda

Journal article  |  2019  |  Communications in Statistics - Simulation and Computation

In this paper , a new discrete two–parameter distribution α ∈ ℜ − {0} and 0 < θ < 1, the Geometric ArcTan (GAT) distribution is in..

The multivariate negative binomial-Lindley distribution. Properties and new representation for the univariate case

Enrique Calderin-Ojeda, Emilio Gomez-Deniz

Journal article  |  2019  |  Journal of Computational and Applied Mathematics

In this paper a multivariate negative binomial–Lindley distribution is introduced. The univariate version of this distribution com..

Analytical expressions of risk quantities for composite models

Jose Maria Sarabia, Enrique Calderin-Ojeda

Journal article  |  2018  |  Journal of Risk Model Validation

Multivariate Credibility in Bonus-Malus Systems Distinguishing between Different Types of Claims

Emilio Gomez-Deniz, Enrique Calderin-Ojeda

Journal article  |  2018  |  Risks

A Note on Parameter Estimation in the Composite Weibull-Pareto Distribution

Enrique Calderin-Ojeda

Journal article  |  2018  |  Risks

Properties and applications of the Poisson-reciprocal inverse Gaussian distribution

Emilio Gomez-Deniz, Enrique Calderin-Ojeda

Journal article  |  2018  |  Journal of Statistical Computation and Simulation

An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims

Enrique Calderin-Ojeda, Kevin Fergusson, Xueyuan Wu

Journal article  |  2017  |  Risks

Modelling income data using two extensions of the exponential distribution

E Calderin-Ojeda, F Azpitarte, E Gomez-Deniz

Journal article  |  2016  |  PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

In this paper we propose two extensions of the Exponential model to describe income distributions. The Exponential ArcTan (EAT) an..

The Poisson-conjugate Lindley mixture distribution

E Gómez-Déniz, E Calderín-Ojeda

Journal article  |  2016  |  Communications in Statistics: Theory and Methods

A new discrete distribution that depends on two parameters is introduced in this article. From this new distribution the geometric..

The distribution of all French communes: A composite parametric approach

E Calderin-Ojeda

Journal article  |  2016  |  Physica A: Statistical Mechanics and its Applications

The distribution of the size of all French settlements (communes) from 1962 to 2012 is examined by means of a three-parameter comp..

The mixture poisson exponential-inverse gaussian regression model: An application in health services

E Gómez-Déniz, E Calderín-Ojeda

Journal article  |  2016  |  Advances in Methodology and Statistics/Metodološki zvezki

Modeling claims data with composite Stoppa models

E Calderín-Ojeda, CF Kwok

Journal article  |  2016  |  Scandinavian Actuarial Journal

In this paper, a new class of composite model is proposed for modeling actuarial claims data of mixed sizes. The model is develope..

On the use of the Pareto ArcTan distribution for describing city size in Australia and New Zealand

Emilio Gomez-Deniz, Enrique Calderin-Ojeda

Journal article  |  2015  |  PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

MODELLING INSURANCE DATA WITH THE PARETO ARCTAN DISTRIBUTION

Emilio Gomez-Deniz, Enrique Calderin-Ojeda

Journal article  |  2015  |  ASTIN BULLETIN

On the Composite Weibull–Burr Model to describe claim data

E Calderín-Ojeda

Journal article  |  2015  |  Communications in Statistics: Case Studies, Data Analysis and Applications

Credibility premiums for natural exponential family and general 0-1 loss function

Emilio Gomez-Deniz, Enrique Calderin-Ojeda

Journal article  |  2015  |  Chilean Journal of Statistics

The Exponential-Reciprocal Generalized Inverse Gaussian distribution. A new model to describe loss distributions

E Gómez-Déniz, FJ Vázquez-Polo, V García, E CALDERIN

Conference Proceedings  |  2015

A new family of probability distributions with support in (0, ∞) is introduced here. This new family is obtained through the mixtu..

Parameters Estimation for a New Generalized Geometric Distribution

E Gomez-Deniz, E Calderin-Ojeda

Journal article  |  2015  |  COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

Modeling large claims with Pareto ArcTan distribution

E CALDERIN, E Gomez Deniz

Conference Proceedings  |  2015

A Suitable Alternative to the Pareto Distribution

Emilio Gomez-Deniz, Enrique Calderin-Ojeda

Journal article  |  2014  |  Hacettepe Journal of Mathematics and Statistics

The Log-Lindley distribution as an alternative to the beta regression model with applications in insurance

Emilio Gomez-Deniz, Miguel A Sordo, Enrique Calderin-Ojeda

Journal article  |  2014  |  Insurance: Mathematics & Economics

Unconditional distributions obtained from conditional specification models with applications in risk theory

E Gómez-Déniz, E Calderín-Ojeda

Report  |  2014  |  Scandinavian Actuarial Journal

Modeling Large Claims with Composite Stoppa Models

EJ CALDERIN, CF Kwok

Report  |  2014

Unconditional distributions obtained from conditional specification models with applications in risk theory

E Gomez-Deniz, E Calderin-Ojeda

Journal article  |  2014  |  Scandinavian Actuarial Journal

The compound DGL/erlang distribution in the collective risk model

E Gómez Déniz, E Calderín Ojeda

Journal article  |  2013  |  Revista de Metodos Cuantitativos para la Economia y la Empresa

In this paper the analysis of the collective risk model assuming Erlang loss, when the claim frequency follows the discrete genera..

An extension of the discrete Lindley distribution with applications

E Calderin-Ojeda, E Gomez-Deniz

Journal article  |  2013  |  Journal of the Korean Statistical Society

Gamma-Generalized Inverse Gaussian Class of Distributions with Applications

Emilio Gomez-Deniz, Enrique Calderin-Ojeda, Jose Maria Sarabia

Journal article  |  2013  |  Communications In Statistics - Theory and Methods

The discrete lindley distribution: Properties and applications

E Gómez-Déniz, E Calderín-Ojeda

Journal article  |  2011  |  Journal of Statistical Computation and Simulation

A new discrete distribution with actuarial applications

E Gómez-Déniz, JM Sarabia, E Calderín-Ojeda

Journal article  |  2011  |  Insurance: Mathematics & Economics

Un modelo bonus-malus con asignación de tarifas más competitivas en el mercado de seguro de automóviles

J Perez Sanchez, E Gomez Deniz, EJ Calderin

Journal article  |  2011  |  Anales del Instituto de Actuarios Espanoles

A new poisson mixture model for the number of claims in automobile insurance

E Gómez-Déniz, E Calderín-Ojeda

Book Chapter  |  2011

A study of Bayesian local robustness with applications in actuarial statistics

E Gómez-Déniz, E Calderín-Ojeda

Journal article  |  2010  |  Journal of Applied Statistics

Some results on unique relationship between structure functions and credibility expressions

E CALDERIN, E Gomez-Deniz

Journal article  |  2009  |  Actuarial Research Clearinghouse

Premium computation in a Bayesian context requires the use of a prior distribution (structure function) that the risk parameter fo..

Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications

E Gómez-Déniz, JM Sarabia, E Calderín-Ojeda

Journal article  |  2008  |  Insurance: Mathematics & Economics

Bayesian local robustness under weighted squared-error loss function incorporating unimodality

Enrique Calderín Ojeda, Emilio Gómez Déniz, Ignacio J Cabrera Ortega

Journal article  |  2007  |  Statistics & Probability Letters

A simple method to study sensitivity of BMP's

E Gómez-Déniz, E Calderín-Ojeda, I Cabrera-Ortega

Journal article  |  2006  |  Communications in Statistics - Theory and Methods