The exponentiated Frechet regression: an alternative model for actuarial modelling purposes

Basit Öğe Kaydı
dc.authoridGenc, Ali I./0000-0001-7880-5587
dc.contributor.authorGunduz, Fatma F.
dc.contributor.authorGenc, Ali I.
dc.date.accessioned2024-09-18T20:19:57Z
dc.date.available2024-09-18T20:19:57Z
dc.date.issued2016
dc.departmentHatay Mustafa Kemal Üniversitesien_US
dc.description.abstractIn this paper we introduce the exponentiated Frechet regression for modelling positive responses having a long-tailed distribution in a regression model, which are common in actuarial statistics. We propose two parameterizations each of which links the regression parameters with the explanatory variables. We then discuss the maximum likelihood estimation of the parameters both theoretically and empirically. In order to meet the needs of an actuary, closed-form expressions for certain risk measures for the exponentiated Frechet distribution are also derived. We employ the proposed model to a motorcycle claim size data set.en_US
dc.identifier.doi10.1080/00949655.2016.1164160
dc.identifier.endpage3481en_US
dc.identifier.issn0094-9655
dc.identifier.issn1563-5163
dc.identifier.issue17en_US
dc.identifier.scopus2-s2.0-84961393436en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage3456en_US
dc.identifier.urihttps://doi.org/10.1080/00949655.2016.1164160
dc.identifier.urihttps://hdl.handle.net/20.500.12483/9972
dc.identifier.volume86en_US
dc.identifier.wosWOS:000383335400008en_US
dc.identifier.wosqualityQ3en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherTaylor & Francis Ltden_US
dc.relation.ispartofJournal of Statistical Computation and Simulationen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectExponentiated Gumbel distributionen_US
dc.subjectgeneralized Frechet distributionen_US
dc.subjectmaximumlikelihood estimationen_US
dc.subjectregression modellingen_US
dc.subjectrisk measuresen_US
dc.titleThe exponentiated Frechet regression: an alternative model for actuarial modelling purposesen_US
dc.typeArticleen_US

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