Search Results - "Sarabia, José Marı́a"

International inequality in CO2 emissions: A new factorial decomposition based on Kaya factors by Remuzgo, Lorena, Sarabia, José María

“…•We study the determinants of inequality in the global distribution of CO2 emissions.•Global inequality in CO2 emissions is decomposed into four different…”
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Generalized beta-generated distributions by Alexander, Carol, Cordeiro, Gauss M., Ortega, Edwin M.M., Sarabia, José María

“…This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and…”
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Quantile Uncertainty and Value-at-Risk Model Risk by Alexander, Carol, Sarabia, José María

“…This article develops a methodology for quantifying model risk in quantile risk estimates. The application of quantile estimates to risk assessment has become…”
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International Convergence in Well-Being Indicators by Jordá, Vanesa, Sarabia, José María

“…We re-examine the concept of beta-convergence in living standards across countries during the period 1980–2012. In this study, well-being is assessed using the…”
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The Theil Indices in Parametric Families of Income Distributions—A Short Review by María Sarabia, José, Jordá, Vanesa, Remuzgo, Lorena

“…The Theil indices (Theil, ) are widely used measures for studying the degree of concentration and inequality in size income distributions. Their property of…”
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Modelling road accident blackspots data with the discrete generalized Pareto distribution by Prieto, Faustino, Gómez-Déniz, Emilio, Sarabia, José María

“…•We focus on the modelling of road accident blackspots data.•The discrete generalized Pareto model can be useful for modelling number of crashes.•The discrete…”
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The Lamé class of Lorenz curves by Sarabia, José María, Jordá, Vanesa, Trueba, Carmen

“…In this paper, the class of Lamé Lorenz curves is studied. This family has the advantage of modeling inequality with a single parameter. The family has a…”
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About the hyperbolic Lorenz curve by Sarabia, José María, Prieto, Faustino, Jordá, Vanesa

“…In a recent paper in this journal, Wang and Smyth (2015) propose a new bi-parametric functional form for the Lorenz curve and use it to derive new parametric…”
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Lorenz Surfaces Based on the Sarmanov–Lee Distribution with Applications to Multidimensional Inequality in Well-Being by Sarabia, José María, Jorda, Vanesa

“…The purpose of this paper is to derive analytic expressions for the multivariate Lorenz surface for a relevant type of models based on the class of…”
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A note on combining machine learning with statistical modeling for financial data analysis by Sarabia, José María, Prieto, Faustino, Jordá, Vanesa, Sperlich, Stefan

“…This note revisits the ideas of the so-called semiparametric methods that we consider to be very useful when applying machine learning in insurance. To this…”
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Multivariate Classes of GB2 Distributions with Applications by Sarabia, José María, Jordá, Vanesa, Prieto, Faustino, Guillén, Montserrat

“…The general beta of the second kind distribution (GB2) is a flexible distribution which includes several relevant parametric families of distributions. This…”
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Simple risk measure calculations for sums of positive random variables by Guillén, Montserrat, Sarabia, José María, Prieto, Faustino

“…Closed-form expressions for basic risk measures, such as value-at-risk and tail value-at-risk, are given for a family of statistical distributions that are…”
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Risk aggregation in multivariate dependent Pareto distributions by Sarabia, José María, Gómez-Déniz, Emilio, Prieto, Faustino, Jordá, Vanesa

“…In this paper we obtain closed expressions for the probability distribution function of aggregated risks with multivariate dependent Pareto distributions. We…”
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Ruin probability functions and severity of ruin as a statistical decision problem by Gómez-Déniz, Emilio, Sarabia, José María, Calderín-Ojeda, Enrique

“…It is known that the classical ruin function under exponential claim-size distribution depends on two parameters, which are referred to as the mean claim size…”
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A discrete distribution including the Poisson by Déniz, Emilio Gómez, Sarabia, José María

“…This article presents a new generalization of the Poisson distribution, with the parameters α > 0 and θ > 0, using the Marshall and Olkin ( 1997 ) scheme and…”
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Modelling losses and locating the tail with the Pareto Positive Stable distribution by Guillen, Montserrat, Prieto, Faustino, Sarabia, José María

“…This paper focuses on modelling the severity distribution. We directly model the small, moderate and large losses with the Pareto Positive Stable (PPS)…”
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Well-Being Distribution in the Globalization Era: 30 Years of Convergence by Jordá, Vanesa, Sarabia, José María

“…Globalization has brought with a period of economic growth and the expansion of well-being levels. However, nothing has been said about how such an increase in…”
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A note on the limiting behaviour of hazard rate functions of generalized mixtures by Navarro, Jorge, Sarabia, José María

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Distorted Lorenz curves: models and comparisons by Sordo, Miguel A., Navarro, Jorge, Sarabia, José María

“…The economic literature contains many parametric models for the Lorenz curve. A number of these models can be obtained by distorting an original Lorenz curve L…”
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The nonlinear distribution of employment across municipalities by Prieto, Faustino, Sarabia, José María, Calderín-Ojeda, Enrique

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