A MASTER'S THESIS AT THE UNIVERSITY OF BASRAH EXPLORES COMBINING COMPOUND DISTRIBUTIONS TO ESTIMATE THE RISK FUNCTION WITH APPLICATION

A MASTER'S THESIS AT THE UNIVERSITY OF BASRAH EXPLORES COMBINING COMPOUND DISTRIBUTIONS TO ESTIMATE THE RISK FUNCTION WITH APPLICATION
A Master's thesis at the College of Administration and Economics, University of Basra, explored combining compound distributions to estimate the risk function with application.
The thesis, submitted by student Istabraq Jawad Kadhim, aimed to propose new distributions resulting from combining certain compound distributions, extract the statistical properties of the proposed distributions, and estimate the risk function using three different methods.
The thesis included a simulation using the rank method and the use of real data in the application. It also included selecting default values for the parameters and generating data using the accept/reject method.
The thesis concluded that the best estimation method is the maximum probability method, followed by least squares, then Kramer-von Meese.