On fitting probability distribution to univariate grouped actuarial data with both group mean and relative frequencies
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|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20230012772 | ||
| 003 | MAP | ||
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| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20230005378$aKhemka, Gaurav | |
| 245 | 1 | 0 | $aOn fitting probability distribution to univariate grouped actuarial data with both group mean and relative frequencies$cGaurav Khemka, David Pitt, Jinhui Zhang |
| 520 | $aThis 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 | ||
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080613105$aAnálisis probabilísticos | |
| 650 | 4 | $0MAPA20080591953$aMétodos actuariales | |
| 700 | 1 | $0MAPA20080031732$aPitt, David | |
| 700 | 1 | $0MAPA20230005385$aZhang, Jinhui | |
| 773 | 0 | $wMAP20077000239$g06/03/2023 Tomo 27 Número 1 - 2023 , p. 185-205$x1092-0277$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997- | |
| 856 | 0 | 0 | $yMÁS INFORMACIÓN$u 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 |