“Benktander type I distribution”的意思、由来-开放百科全书

词条

Benktander type I distribution

释义

See also
Notes
References

{{Probability distribution |

name =Benktander distribution of the first kind|

type =density|

pdf_image = |

cdf_image = |

parameters = (real)
real |

support = |

pdf =|

cdf =|

mean =|

median =|

mode =|

variance =^[1] |

skewness =|

kurtosis =|

entropy =|

mgf =|

char =|

}}

The Benktander type I distribution is one of two distributions introduced by Gunnar {{harvs|last1=Benktander|year=1970|txt}} to model heavy-tailed losses commonly found in non-life/casualty actuarial science, using various forms of mean excess functions {{harv|Benktander|Segerdahl|1960}}. The distribution of the first type is "close" to the log-normal distribution {{harv|Kleiber|Kotz|2003}}.

Notes

1. ^From Wolfram Alpha

References

{{cite book |last1=Kleiber |first1= Christian |last2= Kotz |first2= Samuel |author-link2= Samuel Kotz |year= 2003 |chapter=7.4 Benktander Distributions |title= Statistical Size Distributions in Economics and Actuarial Science |series= Wiley Series and Probability and Statistics |publisher= John Wiley & Sons |pages=247–250 |isbn= 9780471457169|ref=harv}}
{{cite journal

| last1 = Benktander
| first1 = Gunnar
| last2 = Segerdahl
| first2 = Carl-Otto
| year = 1960
| title = On the Analytical Representation of Claim Distributions with Special Reference to Excess of Loss Reinsurance
| journal = Proceedings of the XVIth International Congress of Actuaries, Brussels, 1960
| pages = 626–646
| ref = harv
}}

{{cite journal

| last1 = Benktander
| first1 = Gunnar
| year = 1970
| language = German
| title = Schadenverteilungen nach Grösse in der Nicht-Lebensversicherung
|trans-title= Loss Distributions by Size in Non-life Insurance
| journal = Bulletin of the Swiss Association of Actuaries
| pages = 263–283
| ref = harv
}}{{ProbDistributions|continuous-semi-infinite}}

1 : Continuous distributions

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See also

Notes

References