A New Class of Distributions Based on Hurwitz Zeta Function with Applications for Risk Management

Zinoviy Landsman; Udi Makov; Tomer Shushi

doi:10.2174/1876527001607010053

A New Class of Distributions Based on Hurwitz Zeta Function with Applications for Risk Management

Zinoviy Landsman
, Udi Makov
, Tomer Shushi

Research output: Contribution to journal › Article › peer-review

Abstract

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.

Original language	English
Pages (from-to)	53-62
Journal	The Open Mathematics, Statistics and Probability Journal
Volume	7
DOIs	https://doi.org/10.2174/1876527001607010053
State	Published - 1 Jan 2016
Externally published	Yes

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title = "A New Class of Distributions Based on Hurwitz Zeta Function with Applications for Risk Management",

abstract = "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.",

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AB - 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.

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DO - 10.2174/1876527001607010053

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EP - 62

JO - The Open Mathematics, Statistics and Probability Journal

JF - The Open Mathematics, Statistics and Probability Journal

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A New Class of Distributions Based on Hurwitz Zeta Function with Applications for Risk Management

Abstract

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