Application of the Pareto positive stable distribution in insurance claim

zbMATH Open1340.91062MaRDI QIDQ3461611FDOQ3461611

Authors: Haiyan Xuan, Haiming Bao, Yongxia Shi 

Publication date: 15 January 2016

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• scientific article; zbMATH DE number 3992735
• Inference for the positive stable laws based on a special quadratic distance
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zbMATH Keywords

parameter estimationAkaike information criterioninsurance claimPareto positive stable distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (5)

• Inference for the positive stable laws based on a special quadratic distance
• A suitable alternative to the Pareto distribution
• Modelling insurance data with the Pareto arctan distribution
• Assessing the performance of the discrete generalised Pareto distribution in modelling non-life insurance claims
• A Bayesian approach to the estimation of Pareto distribution with an application in insurance

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