شماره ركورد كنفرانس :
4155
عنوان مقاله :
Estimation of risk premium in the Pareto distribution with the presence of outliers
پديدآورندگان :
Mollaie Raheleh mollae2015@gmail.com Ferdowsi University of Mashhad , Jabbari Nooghabi Mehdi jabbarinm@um.ac.ir Ferdowsi University of Mashhad
كليدواژه :
Pareto distribution , Maximum likelihood , Moment method , Credibility , Outliers , Risk premium , Insurance.
عنوان كنفرانس :
اولين همايش ملي روشهاي مدرن در قيمت گذاري هاي بيمه اي و آمارهاي صنعتي
چكيده فارسي :
The moment and credibility estimators of the Pareto parameter α are derived in the presence of outliers and the estimators of the risk premium are considered. At the end, it is shown that the risk premium based on maximum likelihood estimator of parameter α is the best. Finally, an actual example is considered to obtain the risk premium.
