估算存活率的林德利-冈珀兹模型:性质及其在保险中的应用

Q1 Decision Sciences

Annals of Data Science Pub Date : 2022-10-15 DOI:10.1007/s40745-022-00450-4

Heba Soltan Mohamed, M. Masoom Ali, Haitham M. Yousof

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引用次数: 15

摘要

本文介绍了Gompertz函数估计生存率的一个新的扩展。在普通最小二乘法的评估过程中，考虑了2015年美国生命表的实际存活率。给出了最大似然法在实际数据中的应用。将新的Gompertz函数与许多其他竞争函数进行了比较，如Gompertz-、指数Gompertz-、Rayleigh-Gombertz-、Weibull-Gombertz、Burr型X Gomperty-和Rayleigh-广义Gompertz-模型。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The Lindley Gompertz Model for Estimating the Survival Rates: Properties and Applications in Insurance

This paper introduces a new extension of the Gompertz function for estimating the survival rates. The actual survival rates from USA life tables 2015 is considered for assessment process under the ordinary least squares method. A real data application is presented under the maximum likelihood method. The new Gompertz function is compared with many other competitive ones such as the Gompertz, the exponentiated Gompertz, the Rayleigh Gompertz, Weibull Gompertz, the Burr type X Gompertz and Rayleigh generalized Gompertz models.

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来源期刊

Annals of Data Science Decision Sciences-Statistics, Probability and Uncertainty

CiteScore

6.50

自引率

0.00%

发文量

期刊介绍： Annals of Data Science (ADS) publishes cutting-edge research findings, experimental results and case studies of data science. Although Data Science is regarded as an interdisciplinary field of using mathematics, statistics, databases, data mining, high-performance computing, knowledge management and virtualization to discover knowledge from Big Data, it should have its own scientific contents, such as axioms, laws and rules, which are fundamentally important for experts in different fields to explore their own interests from Big Data. ADS encourages contributors to address such challenging problems at this exchange platform. At present, how to discover knowledge from heterogeneous data under Big Data environment needs to be addressed. ADS is a series of volumes edited by either the editorial office or guest editors. Guest editors will be responsible for call-for-papers and the review process for high-quality contributions in their volumes.