Enriched truncated exponentiated generalized family of distributions with application to heavy-tailed data

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cab a2200000   4500</leader>
    <controlfield tag="001">MAP20260013435</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20260603180814.0</controlfield>
    <controlfield tag="008">260428e20260420bel|||p      |0|||b|eng d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">6</subfield>
    </datafield>
    <datafield tag="100" ind1=" " ind2=" ">
      <subfield code="0">MAPA20260008141</subfield>
      <subfield code="a">Dankwa, Richard</subfield>
    </datafield>
    <datafield tag="245" ind1="1" ind2="0">
      <subfield code="a">Enriched truncated exponentiated generalized family of distributions with application to heavy-tailed data</subfield>
      <subfield code="c">Richard Dankwa and Kahadawala Cooray</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">The article introduces the Enriched Truncated Exponentiated Generalized (ETE-G) family of distributions for modeling heavy-tailed data, with particular application to insurance loss modeling. A three-parameter sub-model based on the log-logistic distribution (ETELL) is developed and its statistical properties are derived. Parameter estimation is addressed using maximum likelihood methods, and tail behavior is analyzed through tail index and moment conditions. The proposed models are applied to Norwegian fire insurance claims data, demonstrating superior goodness-of-fit compared with traditional Pareto-type distributions. The results highlight the relevance of the ETE-G family for actuarial risk measurement and extreme value analysis</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080579258</subfield>
      <subfield code="a">Cálculo actuarial</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080625535</subfield>
      <subfield code="a">Distribuciones de probabilidad</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20170004592</subfield>
      <subfield code="a">Colas pesadas</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080582951</subfield>
      <subfield code="a">Teoría del riesgo</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080588953</subfield>
      <subfield code="a">Análisis de riesgos</subfield>
    </datafield>
    <datafield tag="700" ind1="1" ind2=" ">
      <subfield code="0">MAPA20260008158</subfield>
      <subfield code="a">Cooray, Kahadawala</subfield>
    </datafield>
    <datafield tag="710" ind1="2" ind2=" ">
      <subfield code="0">MAPA20100017661</subfield>
      <subfield code="a">International Actuarial Association</subfield>
    </datafield>
    <datafield tag="773" ind1="0" ind2=" ">
      <subfield code="w">MAP20077000420</subfield>
      <subfield code="g">20/04/2026 Volumen 56 Número 2 - abril 2026 , 23 p.</subfield>
      <subfield code="x">0515-0361</subfield>
      <subfield code="t">Astin bulletin</subfield>
      <subfield code="d">Belgium : ASTIN and AFIR Sections of the International Actuarial Association</subfield>
    </datafield>
  </record>
</collection>