Poisson-weighted exponential distribution and its application on claim count data
This paper introduces the distribution of a Poisson-weighted exponential, P-WE, which is obtained by mixing the distributions of the Poisson and the weighted exponential, WE. The parameter estimation via the method of moments and the maximum likelihood procedure is shown, and the application of t...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2010
|
| Online Access: | http://journalarticle.ukm.my/1971/ http://www.ukm.my/~ppsmfst/jqma/index.html |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | This paper introduces the distribution of a Poisson-weighted exponential, P-WE,
which is obtained by mixing the distributions of the Poisson and the weighted
exponential, WE. The parameter estimation via the method of moments and the
maximum likelihood procedure is shown, and the application of the P-WE on
insurance claim count data is considered |
|---|