Enrique Calderin

Bimodal normal distribution: Extensions and applications

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

Journal article  |  2021  |  Journal of Computational and Applied Mathematics

The nonlinear distribution of employment across municipalities

Faustino Prieto, Jose Maria Sarabia, Enrique Calderin-Ojeda

Journal article  |  2021  |  Journal of Economic Interaction and Coordination

In this paper, the nonlinear distribution of employment across Spanish municipalities is analyzed. Also, we explore new properties..

Modeling the Conditional Dependence between Discrete and Continuous Random Variables with Applications in Insurance

Emilio Gomez-Deniz, Enrique Calderin-Ojeda

Journal article  |  2021  |  Mathematics

We jointly model amount of expenditure for outpatient visits and number of outpatient visits by considering both dependence and si..

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..

On the Usefulness of the Logarithmic Skew Normal Distribution for Describing Claims Size Data

E Gómez-Déniz, E Calderín-Ojeda

Journal article  |  2020  |  Mathematical Problems in Engineering

In this paper, the three-parameter skew lognormal distribution is proposed to model actuarial data concerning losses. This distrib..

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..