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

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<title>On fitting probability distribution to univariate grouped actuarial data with both group mean and relative frequencies</title>
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<namePart>Khemka, Gaurav</namePart>
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<namePart>Pitt, David</namePart>
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<namePart>Zhang, Jinhui</namePart>
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<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>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080613105">
<topic>Análisis probabilísticos</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080591953">
<topic>Métodos actuariales</topic>
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<title>North American actuarial journal</title>
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<publisher>Schaumburg : Society of Actuaries, 1997-</publisher>
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<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>
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