Modern Methods In Insurance Pricing and Industrial Statistics-MIPIS96 , 2017-09-03

Title : ( Estimation of risk premium in the Pareto distribution with the presence of outliers )

Authors: Mehdi Jabbari Nooghabi , rahele mollaye noghani ,

Citation: BibTeX | EndNote

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.

Keywords

, Pareto distribution, Maximum likelihood, Moment method, Credibility, Outliers, Risk premium,
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@inproceedings{paperid:1063750,
author = {Jabbari Nooghabi, Mehdi and Mollaye Noghani, Rahele},
title = {Estimation of risk premium in the Pareto distribution with the presence of outliers},
booktitle = {Modern Methods In Insurance Pricing and Industrial Statistics-MIPIS96},
year = {2017},
location = {همدان, IRAN},
keywords = {Pareto distribution; Maximum likelihood; Moment method; Credibility; Outliers; Risk premium; Insurance.},
}

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%0 Conference Proceedings
%T Estimation of risk premium in the Pareto distribution with the presence of outliers
%A Jabbari Nooghabi, Mehdi
%A Mollaye Noghani, Rahele
%J Modern Methods In Insurance Pricing and Industrial Statistics-MIPIS96
%D 2017

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