The paper is going to introduce loss distribution’s model selection,parametric estimation,testing the fit of the model by mean residual life function and experience mean residual life function.It is important for ins...The paper is going to introduce loss distribution’s model selection,parametric estimation,testing the fit of the model by mean residual life function and experience mean residual life function.It is important for insurance and actuarial.展开更多
The paper is going to introduce some methods about select distributional model、select an estimation technique、iterate to minimize objective function、record estimated parameters、select one or more models which had ...The paper is going to introduce some methods about select distributional model、select an estimation technique、iterate to minimize objective function、record estimated parameters、select one or more models which had low value of the objective function and test of fit of selected model by empirical distribution function、mean of residual life function、minimum distance and minimum chi square.This should prove especially useful to those readers who want to set up a computer system to perform the model fitting operation.展开更多
文摘The paper is going to introduce loss distribution’s model selection,parametric estimation,testing the fit of the model by mean residual life function and experience mean residual life function.It is important for insurance and actuarial.
文摘The paper is going to introduce some methods about select distributional model、select an estimation technique、iterate to minimize objective function、record estimated parameters、select one or more models which had low value of the objective function and test of fit of selected model by empirical distribution function、mean of residual life function、minimum distance and minimum chi square.This should prove especially useful to those readers who want to set up a computer system to perform the model fitting operation.
