| 医疗保险索赔数据的广义Pareto分布拟合 |
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| 引用本文： | 欧阳资生,谢赤.医疗保险索赔数据的广义Pareto分布拟合[J].高校应用数学学报(英文版),2006,21(1). |
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| 作者姓名： | 欧阳资生 谢赤 |
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| 基金项目： | 浙江省湖州市自然科学基金 |
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| 摘 要： |
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GENERALIZED PARETO DISTRIBUTION FIT TO MEDICAL INSURANCE CLAIMS DATA |
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| Ouyang Zisheng,Xie Chi.GENERALIZED PARETO DISTRIBUTION FIT TO MEDICAL INSURANCE CLAIMS DATA[J].Applied Mathematics A Journal of Chinese Universities,2006,21(1). |
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| Authors: | Ouyang Zisheng Xie Chi |
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| Abstract: | How to choose an optimal threshold is a key problemin the generalized Pareto distribution (GPD) model.This paper attains the exactthreshold by testing for GPD,and shows that GPD model allows the actuary to easily estimate high quantiles and the probable maximum loss from the medical insurance claims data. |
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| Keywords: | generalized Pareto distribution high quantile probable maximum loss |
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