Information Matrices for Composite Type Distributions
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 for...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2025-08-01
|
| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/634 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1849398536027766784 |
|---|---|
| author | Jiahang Lyu Saralees Nadarajah |
| author_facet | Jiahang Lyu Saralees Nadarajah |
| author_sort | Jiahang Lyu |
| collection | DOAJ |
| description |
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.
|
| format | Article |
| id | doaj-art-4134b77335d84d4ea5b099221efbedbb |
| institution | Kabale University |
| issn | 1645-6726 2183-0371 |
| language | English |
| publishDate | 2025-08-01 |
| publisher | Instituto Nacional de Estatística | Statistics Portugal |
| record_format | Article |
| series | Revstat Statistical Journal |
| spelling | doaj-art-4134b77335d84d4ea5b099221efbedbb2025-08-20T03:38:35ZengInstituto Nacional de Estatística | Statistics PortugalRevstat Statistical Journal1645-67262183-03712025-08-0123310.57805/revstat.v23i3.634Information Matrices for Composite Type DistributionsJiahang Lyu0https://orcid.org/0000-0001-8500-4745Saralees Nadarajah1https://orcid.org/0000-0002-0481-0372University of ManchesterUniversity of Manchester 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. https://revstat.ine.pt/index.php/REVSTAT/article/view/634m-piece modelthree-piece modeltwo-piece model |
| spellingShingle | Jiahang Lyu Saralees Nadarajah Information Matrices for Composite Type Distributions Revstat Statistical Journal m-piece model three-piece model two-piece model |
| title | Information Matrices for Composite Type Distributions |
| title_full | Information Matrices for Composite Type Distributions |
| title_fullStr | Information Matrices for Composite Type Distributions |
| title_full_unstemmed | Information Matrices for Composite Type Distributions |
| title_short | Information Matrices for Composite Type Distributions |
| title_sort | information matrices for composite type distributions |
| topic | m-piece model three-piece model two-piece model |
| url | https://revstat.ine.pt/index.php/REVSTAT/article/view/634 |
| work_keys_str_mv | AT jiahanglyu informationmatricesforcompositetypedistributions AT saraleesnadarajah informationmatricesforcompositetypedistributions |