Information matrices for composite type distributions: Accepted - October 2023

Jiahang Lyu; Saralees Nadarajah

Forthcoming

Information matrices for composite type distributions

Accepted - October 2023

Authors

Jiahang Lyu University of Manchester https://orcid.org/0000-0001-8500-4745
Saralees Nadarajah University of Manchester https://orcid.org/0000-0002-0481-0372

Keywords:

m-piece model, three-piece model, two-piece model

Abstract

Composite type distributions are being increasingly used to model insurance data. Yet no expressions seem to be available for observed information matrices. In this paper, we give expressions for the matrices for two-piece, three-piece and m-piece composite distributions in their most general forms. Expressions for a number of particular cases and a simulation study showing practical use are also given.

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Published

2023-10-10

How to Cite

Lyu, J., & Nadarajah, S. (2023). Information matrices for composite type distributions: Accepted - October 2023. REVSTAT-Statistical Journal. Retrieved from https://revstat.ine.pt/index.php/REVSTAT/article/view/634