On fitting probability distribution to univariate grouped actuarial data with both group mean and relative frequencies

<?xml version="1.0" encoding="UTF-8"?><modsCollection xmlns="http://www.loc.gov/mods/v3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-8.xsd">
<mods version="3.8">
<titleInfo>
<title>On fitting probability distribution to univariate grouped actuarial data with both group mean and relative frequencies</title>
</titleInfo>
<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20230005378">
<namePart>Khemka, Gaurav</namePart>
<nameIdentifier>MAPA20230005378</nameIdentifier>
</name>
<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080031732">
<namePart>Pitt, David</namePart>
<nameIdentifier>MAPA20080031732</nameIdentifier>
</name>
<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20230005385">
<namePart>Zhang, Jinhui</namePart>
<nameIdentifier>MAPA20230005385</nameIdentifier>
</name>
<typeOfResource>text</typeOfResource>
<genre authority="marcgt">periodical</genre>
<originInfo>
<place>
<placeTerm type="code" authority="marccountry">esp</placeTerm>
</place>
<dateIssued encoding="marc">2023</dateIssued>
<issuance>serial</issuance>
</originInfo>
<language>
<languageTerm type="code" authority="iso639-2b">spa</languageTerm>
</language>
<physicalDescription>
<form authority="marcform">print</form>
</physicalDescription>
<abstract displayLabel="Summary">This article compares the relative performance of three methods of inference using distributions suitable for actuarial applications, particularly those that are right-skewed, heavy-tailed, and left-truncated. We compare the traditional maximum likelihood method, which only considers the group limits and frequency of observations in each group, to two research innovations: a modified maximum likelihood method and a modified generalized method of moments approach, both of which incorporate additional group mean information
in the estimation process. We perform a simulation study where the proposed methods outperform the traditional maximum likelihood method and the maximum entropy when the true underlying distribution is both known and unknown</abstract>
<note type="statement of responsibility">Gaurav Khemka, David Pitt, Jinhui Zhang</note>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080579258">
<topic>Cálculo actuarial</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080613105">
<topic>Análisis probabilísticos</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080591953">
<topic>Métodos actuariales</topic>
</subject>
<classification authority="">6</classification>
<location>
<url displayLabel="MÁS INFORMACIÓN" usage="primary display">
mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A
</url>
</location>
<relatedItem type="host">
<titleInfo>
<title>North American actuarial journal</title>
</titleInfo>
<originInfo>
<publisher>Schaumburg : Society of Actuaries, 1997-</publisher>
</originInfo>
<identifier type="issn">1092-0277</identifier>
<identifier type="local">MAP20077000239</identifier>
<part>
<text>06/03/2023 Tomo 27 Número 1 - 2023 , p. 185-205</text>
</part>
</relatedItem>
<recordInfo>
<recordContentSource authority="marcorg">MAP</recordContentSource>
<recordCreationDate encoding="marc">230614</recordCreationDate>
<recordChangeDate encoding="iso8601">20231214132428.0</recordChangeDate>
<recordIdentifier source="MAP">MAP20230012772</recordIdentifier>
<languageOfCataloging>
<languageTerm type="code" authority="iso639-2b">spa</languageTerm>
</languageOfCataloging>
</recordInfo>
</mods>
</modsCollection>