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

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001  MAP20260013435
003  MAP
005  20260603180814.0
008  260428e20260420bel|||p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
100  ‎$0‎MAPA20260008141‎$a‎Dankwa, Richard
24510‎$a‎Enriched truncated exponentiated generalized family of distributions with application to heavy-tailed data‎$c‎Richard Dankwa and Kahadawala Cooray
520  ‎$a‎The 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
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20080625535‎$a‎Distribuciones de probabilidad
650 4‎$0‎MAPA20170004592‎$a‎Colas pesadas
650 4‎$0‎MAPA20080582951‎$a‎Teoría del riesgo
650 4‎$0‎MAPA20080588953‎$a‎Análisis de riesgos
7001 ‎$0‎MAPA20260008158‎$a‎Cooray, Kahadawala
7102 ‎$0‎MAPA20100017661‎$a‎International Actuarial Association
7730 ‎$w‎MAP20077000420‎$g‎20/04/2026 Volumen 56 Número 2 - abril 2026 , 23 p.‎$x‎0515-0361‎$t‎Astin bulletin‎$d‎Belgium : ASTIN and AFIR Sections of the International Actuarial Association