| 摘要: |
| 本文研究了Pareto严格稳定分布在保险中的应用.利用极大似然估计的方法得到了Pareto严格稳定分布,正态分布和Pareto分布的参数估计.根据信息准则,表明Pareto严格稳定分布能够较好地拟合保险数据. |
| 关键词: Pareto严格稳定分布 参数估计 保险理赔 信息准则 |
| DOI： |
| 分类号:O213 |
| 基金项目:Supported by National Natural Science Foundation of China (11261031);the Natural Science Foundation of Inner Mongolia Autonomous Region (2013MS0101). |
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| APPLICATION OF THE PARETO POSITIVE STABLE DISTRIBUTION IN INSURANCE CLAIM |
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XUAN Hai-yan1, BAO Hai-ming2, SHI Yong-xia3
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1.College of Economics and Mangement, Lanzhou University of Technology, Lanzhou 730050, China;2.Lanzhou Jincheng Branch, China Construction Bank, Lanzhou 730030, China;3.College of Science, Lanzhou University of Technology, Lanzhou 730050, China
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| Abstract: |
| In this paper,we study the application of the Pareto positive stable distribution in insurance.The parameter estimates of Pareto positive stable distribution,normal distribution and Pareto distribution are obtained using the method of maximum likelihood estimates.By Akaike information criterion,it is indicated that the Pareto positive stable distribution can fit the insurance data well. |
| Key words: Pareto positive stable distribution parameter estimation insurance claim Akaike information criterion |
