Schröter族离散分布参数的简单估计

IF 0.3 Q4 ECONOMICS

Statistika-Statistics and Economy Journal Pub Date : 2023-06-16 DOI:10.54694/stat.2022.42

F. Agu, Ján Mačutek, G. Szűcs

{"title":"Schröter族离散分布参数的简单估计","authors":"F. Agu, Ján Mačutek, G. Szűcs","doi":"10.54694/stat.2022.42","DOIUrl":null,"url":null,"abstract":"One of the common challenges in actuarial mathematics is finding a model for the number of claims and claim severity. We focus on one of the suggested models, namely, on the Schröter family of discrete probability distributions. Furthermore, we introduce a simple and easy-to-compute parameter estimate for this family of distributions, which can be used especially as initial values in optimization algorithms that are needed to compute other estimates.","PeriodicalId":43106,"journal":{"name":"Statistika-Statistics and Economy Journal","volume":" ","pages":""},"PeriodicalIF":0.3000,"publicationDate":"2023-06-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A Simple Estimation of Parameters for Discrete Distributions from the Schröter Family\",\"authors\":\"F. Agu, Ján Mačutek, G. Szűcs\",\"doi\":\"10.54694/stat.2022.42\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"One of the common challenges in actuarial mathematics is finding a model for the number of claims and claim severity. We focus on one of the suggested models, namely, on the Schröter family of discrete probability distributions. Furthermore, we introduce a simple and easy-to-compute parameter estimate for this family of distributions, which can be used especially as initial values in optimization algorithms that are needed to compute other estimates.\",\"PeriodicalId\":43106,\"journal\":{\"name\":\"Statistika-Statistics and Economy Journal\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2023-06-16\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Statistika-Statistics and Economy Journal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.54694/stat.2022.42\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistika-Statistics and Economy Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.54694/stat.2022.42","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"ECONOMICS","Score":null,"Total":0}

引用次数: 0

摘要

精算数学中常见的挑战之一是找到索赔数量和索赔严重程度的模型。我们关注其中一个建议的模型，即Schröter离散概率分布族。此外，我们为这类分布引入了一个简单且易于计算的参数估计，它可以特别用作计算其他估计所需的优化算法的初始值。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

A Simple Estimation of Parameters for Discrete Distributions from the Schröter Family

One of the common challenges in actuarial mathematics is finding a model for the number of claims and claim severity. We focus on one of the suggested models, namely, on the Schröter family of discrete probability distributions. Furthermore, we introduce a simple and easy-to-compute parameter estimate for this family of distributions, which can be used especially as initial values in optimization algorithms that are needed to compute other estimates.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Statistika-Statistics and Economy Journal ECONOMICS-

CiteScore

0.60

自引率

0.00%

发文量

审稿时长

24 weeks