Autor: Jain, Kanchan - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: A weighted version of Gamma distribution
Autorzy:: Jain, Kanchan
Singla, Neetu
Gupta, Rameshwar
Powiązania:: https://bibliotekanauki.pl/articles/729800.pdf
Data publikacji:: 2014
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: gamma distribution
weight function
hazard function
maximum likelihood estimator
Akaike Information criterion
Opis:: Weighted Gamma (WG), a weighted version of Gamma distribution, is introduced. The hazard function is increasing or upside-down bathtub depending upon the values of the parameters. This distribution can be obtained as a hidden upper truncation model. The expressions for the moment generating function and the moments are given. The non-linear equations for finding maximum likelihood estimators (MLEs) of parameters are provided and MLEs have been computed through simulations and also for a real data set. It is observed that WG fits better than its submodels (WE), Generalized Exponential (GE), Weibull and Exponential distributions.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 89-111
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Premium evaluation for different loss distributions using utility theory
Autorzy:: Preet Singh Kapoor, Harman
Jain, Kanchan
Powiązania:: https://bibliotekanauki.pl/articles/729880.pdf
Data publikacji:: 2011
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Opis:: For any insurance contract to be mutually advantageous to the insurer and the insured, premium setting is an important task for an actuary. The maximum premium ($P_{max})$ that an insured is willing to pay can be determined using utility theory. The main focus of this paper is to determine $P_{max}$ by considering different forms of the utility function. The loss random variable is assumed to follow different Statistical distributions viz Gamma, Beta, Exponential, Pareto, Weibull, Lognormal and Burr. The theoretical expressions have been derived and the results have also been depicted graphically for some values of distribution parameters.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2011, 31, 1-2; 41-58
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

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