Application of the Pareto positive stable distribution in insurance claim

MaRDI QIDQ3461611zbMATH OpenFDO

Authors Haiyan Xuan, Haiming Bao, Yongxia Shi

Publication date 15 January 2016

zbMATH Keywords

Akaike information criterioninsurance claimparameter estimationPareto positive stable distribution

Mathematics Subject Classification ID

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

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(5)

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• Modelling insurance data with the Pareto arctan distribution
• Inference for the positive stable laws based on a special quadratic distance

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