@article{article_458540, title={NUMERICAL CHARACTERISTICS OF PARETO DISTRIBUTION UNDER UNCERTAINTY}, journal={Istatistik Journal of The Turkish Statistical Association}, volume={6}, pages={66–72}, year={2013}, author={Erbay Dalkilic, Turkan and Kesemen, Tulay and Tank, Fatih}, keywords={Pareto distribution, uncertain probability, medical insurance}, abstract={In this study, we consider the Pareto distribution where the value of k parameter is uncertain.
Some statistical quantities such as expected value, variance, skewness and kurtosis of the pareto distribution
are derived by using fuzzy numbers. In addition to the these numerical characteristics, a numerical study
is provided. Furthermore, large claims data from Society of Actuaries (SOA) Group Medical insurance is examined and k parameter of Pareto distribution is obtained by using the maximum likelihood estimation
method and the numerical characteristics of this distribution are calculated under uncertainty}, number={2}, publisher={Başbakanlık}