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Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
North American Actuarial Journal Pub Date : 2023-05-09 , DOI: 10.1080/10920277.2023.2183869
Chudamani Poudyal 1 , Qian Zhao 2 , Vytaras Brazauskas 3
Affiliation  

When constructing parametric models to predict the cost of future claims, several important details have to be taken into account: (1) models should be designed to accommodate deductibles, policy l...

中文翻译:

截断和删失对数正态分布稳健拟合的缩尾矩方法

在构建参数模型来预测未来索赔成本时,必须考虑几个重要细节:(1)模型的设计应考虑免赔额、保单...
更新日期:2023-05-09
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