TY - JOUR
T1 - Discrete lognormal distributions with application to insurance data
AU - Lyu, Jiahang
AU - Nadarajah, Saraleesan
PY - 2021/9/26
Y1 - 2021/9/26
N2 - The continuous lognormal distribution has been used to model discrete count data, which is clearly not appropriate. In this paper, we introduce two discrete versions of the continuous lognormal distribution. We study their mathematical properties and estimation issues. Two real data applications show superior performance of the discrete versions over the continuous counter parts.
AB - The continuous lognormal distribution has been used to model discrete count data, which is clearly not appropriate. In this paper, we introduce two discrete versions of the continuous lognormal distribution. We study their mathematical properties and estimation issues. Two real data applications show superior performance of the discrete versions over the continuous counter parts.
U2 - 10.1007/s13198-021-01443
DO - 10.1007/s13198-021-01443
M3 - Article
SN - 0976-4348
JO - International Journal of System Assurance Engineering and Management
JF - International Journal of System Assurance Engineering and Management
ER -