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Distributions of (a,b,0) type in non-life insurance
Zejda, Albert ; Kříž, Pavel (advisor) ; Mazurová, Lucie (referee)
First, a definition of the distribution type (a, b, 0) is introduced. Next, it is shown which known distributions satisfy this definition, the parameters a and b that correspond to them, and specific sets of parameters for each of the distributions are determined. Then, it is proven that no other distributions can satisfy this definition. A maximum likelihood estimation method for estimating the parameters a and b directly from the data is presented. Finally, a simulation study is conducted, in which the probabilities from the estimated distribution type (a, b, 0) from specific data using the maximum likelihood method are compared with the empirical relative frequencies calculated from the data. 1
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