Compound unimodal distributions for insurance losses

A Punzo, L Bagnato, A Maruotti - Insurance: Mathematics and Economics, 2018 - Elsevier
The distribution of insurance losses has a positive support and is often unimodal hump-
shaped, right-skewed and with heavy tails. In this work, we introduce a 3-parameter …

A new look at the inverse Gaussian distribution with applications to insurance and economic data

A Punzo - Journal of Applied Statistics, 2019 - Taylor & Francis
Insurance and economic data are often positive, and we need to take into account this
peculiarity in choosing a statistical model for their distribution. An example is the inverse …

KernSmoothIRT: An R package for kernel smoothing in item response theory

A Mazza, A Punzo, B McGuire - arXiv preprint arXiv:1211.1183, 2012 - arxiv.org
Item response theory (IRT) models are a class of statistical models used to describe the
response behaviors of individuals to a set of items having a certain number of options. They …

Mortality and life expectancy trends in Spain by pension income level for male pensioners in the general regime retiring at the statutory age, 2005–2018

JM Pérez-Salamero González… - International Journal for …, 2022 - Springer
Background Research has generally found a significant inverse relationship in mortality risk
across socioeconomic (SE) groups. This paper focuses on Spain, a country for which there …

Women and insurance pricing policies: a gender-based analysis with GAMLSS on two actuarial datasets

G Pernagallo, A Punzo, B Torrisi - Scientific Reports, 2024 - nature.com
In most of the United States, insurance companies may use gender to determine car
insurance rates. In addition, several studies have shown that women over the age of 25 …

npregfast: an R package for nonparametric estimation and inference in life sciences

M Sestelo, NM Villanueva, L Meira-Machado… - Journal of Statistical …, 2017 - jstatsoft.org
We present the R npregfast package via some applications involved with the study of living
organisms. The package implements nonparametric estimation procedures in regression …

Differences in life expectancy between self-employed workers and paid employees when retirement pensioners: evidence from Spanish social security records

JM Pérez-Salamero González… - European Journal of …, 2021 - Springer
The aim of this paper is to examine differences in life expectancy (LE) between self-
employed (SE) and paid employee (PE) workers when they become retirement pensioners …

Comparison of non-parametric methods for ungrouping coarsely aggregated data

S Rizzi, M Thinggaard, G Engholm… - BMC medical research …, 2016 - Springer
Background Histograms are a common tool to estimate densities non-parametrically. They
are extensively encountered in health sciences to summarize data in a compact format …

A semi-parametric density estimation with application in clustering

M Salehi, A Bekker, M Arashi - Journal of Classification, 2023 - Springer
The idea behind density-based clustering is to associate groups to the connected
components of the level sets of the density of the data to be estimated by a nonparametric …

A refreshing take on the inverted Dirichlet via a mode parameterization with some statistical illustrations

AF Otto, JT Ferreira, A Bekker, A Punzo… - Journal of the Korean …, 2024 - Springer
Abstract The inverted Dirichlet (IDir) distribution is a popular choice for modeling multivariate
data with positive support; however, its conventional parameterization can be challenging to …