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文章基本信息

  • 标题:A New Class of Distributions Based on Hurwitz Zeta Function with Applications for Risk Management
  • 本地全文:下载
  • 作者:Zinoviy Landsman ; Udi Makov ; Tomer Shushi
  • 期刊名称:Open Statistics & Probability Journal
  • 电子版ISSN:1876-5270
  • 出版年度:2016
  • 卷号:7
  • 期号:1
  • 页码:53-62
  • DOI:10.2174/1876527001607010053
  • 出版社:Bentham open
  • 摘要:This paper constructs a new family of distributions, which is based on the Hurwitz zeta function, which includes novel distributions as well important known distributions such as the normal, gamma, Weibull, Maxwell-Boltzmann and the exponential power distributions. We provide the n-th moment, the Esscher transform and premium and the tail conditional moments for this family.
  • 关键词:Hurwitz zeta function; Esscher transform; Esscher premium; Tail conditional moments; Tail conditional expectations.
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