activity
20152026
most citedRisks aggregation in multivariate dependent Pareto distributions

2 citations · 2 across the 2 of their papers we have counts for

collaborators

5 papers

math.ST2026

Revisiting "A universal model for the Lorenz curve with novel applications''

José María Sarabia, Vanesa Jordá, Mercedes Tejería +1

This research reviews several crucial aspects of the universal model for the Lorenz curve proposed by Sitthiyot and Holasut (2023) (hereafter, SH (2023)). A first issue concerns th…

math.NT2026

Multiple integral representations of the Catalan's constant

Emilio Gómez-Déniz, José María Sarabia

In this paper, we present several novel integral representations of Catalan's constant. We begin by deriving an initial result expressed as a double integral. Subsequently, as a co…

stat.AP2026

Beyond the Beta Lorenz Curve: A New Parametric Family for Poverty and Inequality Estimation

José María Sarabia, Vanesa Jordá, Emilio Gómez-Déniz

The estimation of inequality and poverty measures is frequently constrained by a lack of individual data. When only income shares are available, the Beta Lorenz curve introduced by…

stat.AP2016

Simulating Posterior Distributions for Zero-Inflated Automobile Insurance Data

J. M. Pérez-Sánchez, E. Gómez-Déniz

Generalized linear models (GLMs) using a regression procedure to fit relationships between predictor and target variables are widely used in automobile insurance data. Here, in the…

stat.ME20152 cited

Risks aggregation in multivariate dependent Pareto distributions

José María Sarabia, Emilio Gómez-Déniz, Faustino Prieto +1

In this paper we obtain closed expressions for the probability distribution function, when we consider aggregated risks with multivariate dependent Pareto distributions. We work wi…