Poisson- Weighted Lindley Distribution and Its Application on Insurance Claim Data

被引：0

作者：

Manesh, Somayeh Nik ^{[1
]}

Hamzah, Nor Aishah ^{[1
]}

Zamani, Hossein ^{[2
]}

机构：

[1] Univ Malaya, Fac Sci, Inst Math Sci, Kuala Lumpur 50603, Malaysia

[2] Hormozgan Univ, Dept Stat, Bandarabbas, Iran

来源：

PROCEEDINGS OF THE 21ST NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES (SKSM21): GERMINATION OF MATHEMATICAL SCIENCES EDUCATION AND RESEARCH TOWARDS GLOBAL SUSTAINABILITY | 2014年 / 1605卷

关键词：

Mixed Poisson; weighted Lindley; count data;

D O I：

10.1063/1.4887698

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper introduces a new two-parameter mixed Poisson distribution, namely the Poisson-weighted Lindley (P-WL), which is obtained by mixing the Poisson with a new class of weighted Lindley distributions. The closed form, the moment generating function and the probability generating function are derived. The parameter estimations methods of moments and the maximum likelihood procedure are provided. Some simulation studies are conducted to investigate the performance of P-WL distribution. In addition, the compound P-WL distribution is derived and some applications to insurance area based on observations of the number of claims and on observations of the total amount of claims incurred will be illustrated.

引用

页码：834 / 839

页数：6

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