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Showing 3 results for Pareto Distribution
Bahareh Afhami, Mohsen Madadi, Mohsen Rezapour,
Volume 9, Issue 1 (9-2015)
Abstract
In this paper, first the Shannon entropy of k-record values is derived from the generalized Pareto distribution and propose goodness-of-fit tests based on this entropy. Finally, real data and a simulation study are used for analyzing the performance of this statistic.
Zahra Ranginian, Maede Behfrouz, Abouzar Bazyari,
Volume 12, Issue 2 (3-2019)
Abstract
In this paper, it is shown that using the cliams with Pareto distribution for computing the ruin probabilities could has detriment for the heads of insurance company. With computing the relative error of these cliams it is shown that the estimation of claims mean is not suitable in insurance models. We will show that existance of claims with Pareto distribution in the excess of loss reinsurance model may be detriment for the policyholders of company. Also in this portfolio, with computing the conditional expectation of claims measure show that using the claims with Pareto distribution is not suitable in the estimation of claims. The estimation of conditional expectation of random variable of claims is computed by simulation method for some of the statistical distributions. The results are investigated with real examples.
Masoumeh Akbari Lakeh, Zohreh Safarzadeh,
Volume 12, Issue 2 (3-2019)
Abstract
The Pareto distribution has many applications in economics and actuarial sciences. So far, a lot of properties of this distribution based on order data such as order statistics and records are studied. In this paper, a new version of notion of near-record observations is defined. Then, some results of characterization of Pareto distribution based on this new definition are obtained.
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