APPLICATION OF THE PARETO POSITIVE STABLE DISTRIBUTION IN INSURANCE CLAIM
Xuan Haiyan1; Bao Haiming2; Shi Yongxia3
2015
Source Publication数学杂志
ISSN0255-7797
Volume35Issue:4Pages:889-897
AbstractIn this paper, we study the application of the Pareto positive stable distribution in insurance. The parameter estimates of Pareto positive stable distribution, normal distribution and Pareto distribution are obtained using the method of maximum likelihood estimates. By Akaike information criterion, it is indicated that the Pareto positive stable distribution can fit the insurance data well.
KeywordPareto positive stable distribution parameter estimation insurance claim Akaike information criterion
Indexed ByCSCD
Language英语
WOS Research AreaMathematics
WOS SubjectMATHEMATICS APPLIED
CSCD IDCSCD:5463449
Document Type期刊论文
Identifierhttp://ir.lut.edu.cn/handle/2XXMBERH/70816
Collection经济管理学院
Affiliation1.College of Economics and Mangement, Lanzhou University of Technology, Lanzhou, Gansu 730050, China
2.Lanzhou Jincheng Branch, China Construction Bank, Lanzhou, Gansu 730030, China
3.College of Science, Lanzhou University of Technology, Lanzhou, Gansu 730050, China
First Author AffilicationSchool of Economics and Management
First Signature AffilicationSchool of Economics and Management
Recommended Citation
GB/T 7714
Xuan Haiyan,Bao Haiming,Shi Yongxia. APPLICATION OF THE PARETO POSITIVE STABLE DISTRIBUTION IN INSURANCE CLAIM[J]. 数学杂志,2015,35(4):889-897.
APA Xuan Haiyan,Bao Haiming,&Shi Yongxia.(2015).APPLICATION OF THE PARETO POSITIVE STABLE DISTRIBUTION IN INSURANCE CLAIM.数学杂志,35(4),889-897.
MLA Xuan Haiyan,et al."APPLICATION OF THE PARETO POSITIVE STABLE DISTRIBUTION IN INSURANCE CLAIM".数学杂志 35.4(2015):889-897.
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