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

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1001 ‎$0‎MAPA20230005378‎$a‎Khemka, Gaurav
24510‎$a‎On fitting probability distribution to univariate grouped actuarial data with both group mean and relative frequencies‎$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
7001 ‎$0‎MAPA20080031732‎$a‎Pitt, David
7001 ‎$0‎MAPA20230005385‎$a‎Zhang, Jinhui
7730 ‎$w‎MAP20077000239‎$g‎06/03/2023 Tomo 27 Número 1 - 2023 , p. 185-205‎$x‎1092-0277‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-
85600‎$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