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

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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。

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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.

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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