The composite lognormal distribution is a popular model for among others insurance data. This thesis is about theory and applications of the composite lognormal distribution. We derive among others the Fisher information matrix and a discrete version of the composite lognormal distribution. We also attempt to give a bivariate and a multivariate version of the composite lognormal distribution. Applications discussed use Canadian net wealth data, cumulative coal production data and insurance data.
| Date of Award | 1 Aug 2022 |
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| Original language | English |
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| Awarding Institution | - The University of Manchester
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| Supervisor | Peter Foster (Supervisor) & Saraleesan Nadarajah (Supervisor) |
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- Bivariate and multivariate distribution
- Insurance data
- Composite distribution
- Lognormal distribution
THE COMPOSITE LOGNORMAL DISTRIBUTION, ITS EXTENSIONS APPLICATIONS
Lyu, J. (Author). 1 Aug 2022
Student thesis: Phd