The moments of the Gompertz distribution and maximum likelihood estimation of its parameters

DOI10.1080/03461238.2012.687697zbMath1401.62210OpenAlexW2108937662MaRDI QIDQ4576850

Adam Lenart

Publication date: 11 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2012.687697

zbMATH Keywords

parameter estimationvariancekurtosismoment-generating functionexpected valueskewness

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32)

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Uses Software

• DLMF
• Human Mortality

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
• Life distributions. Structure of nonparametric, semiparametric, and parametric families.
• Knowledge Elicitation of Gompertz' Law of Mortality
• Modelling multivariate extreme value distributions
• The Generalized Integro-Exponential Function
• On the use of the truncated Gompertz distribution and other models to represent the parity progression functions of high fertility populations
• Some Comparisons of the Method of Moments and the Method of Maximum Likelihood in Estimating Parameters of a Mixture of Two Normal Densities

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