Actuarial Measures, Regression, and Applications of Exponentiated Fréchet Loss Distribution

Table 3

Simulation results for .

Parameter	n	AE				AB				RMSE
		MLE	MPS	OLS	WLS	MLE	MPS	OLS	WLS	MLE	MPS	OLS	WLS
	20	3.7972	4.4066	2.4961	2.2582	2.5633	2.7065	2.2488	2.2212	2.6358	2.7581	2.3539	2.3193
	50	3.4789	4.2889	2.3995	2.2666	2.4340	2.6591	2.2065	2.1678	2.5360	2.7230	2.3111	2.2800
	100	3.2977	4.1315	2.4378	2.4545	2.3295	2.5732	2.1869	2.2036	2.4582	2.6646	2.3009	2.3125
	250	3.0564	3.9016	2.5908	2.6516	2.1733	2.4051	2.1732	2.1253	2.3303	2.5528	2.2972	2.2719
	500	2.9788	3.7685	2.4422	2.5695	2.0164	2.2785	2.0835	2.0182	2.2216	2.4620	2.2249	2.1859
	20	4.2828	3.9957	6.1518	6.7515	3.6117	3.3059	5.3834	5.9239	5.3204	5.0315	6.6637	7.0373
	50	2.9653	2.2402	4.7130	4.9302	2.3452	1.6507	4.0056	4.1863	4.0954	3.2000	5.5390	5.7511
	100	2.4394	1.6668	3.9783	3.9308	1.7897	1.0664	3.2788	3.2095	3.4669	2.3947	4.8195	4.9096
	250	1.9878	1.3874	2.9522	2.8671	1.2884	0.7392	2.2279	2.1350	2.7699	1.9259	3.6956	3.8618
	500	1.4846	1.0920	2.5043	2.2202	0.7513	0.4068	1.7556	1.4656	1.6941	1.0148	2.9840	2.8564
	20	1.6239	2.0225	1.7068	1.6268	1.1616	1.5209	1.3995	1.2951	1.8459	2.3794	2.0348	1.9323
	50	0.9928	1.0818	1.2033	1.0988	0.5447	0.6210	0.8431	0.6923	0.8965	1.0474	1.2886	1.0916
	100	0.8203	0.8516	1.0170	0.9211	0.3255	0.3547	0.5846	0.4405	0.4925	0.5600	0.9429	0.7055
	250	0.7534	0.7519	0.8538	0.8003	0.1830	0.1825	0.3218	0.2310	0.2534	0.2552	0.4783	0.3334
	500	0.7392	0.7324	0.7943	0.7687	0.1329	0.1301	0.2203	0.1661	0.1756	0.1714	0.2984	0.2237
	20	0.8258	0.9667	0.7894	0.5815	0.3902	0.4741	0.5319	0.3705	0.5337	0.7869	1.0189	0.5116
	50	0.8537	0.9726	0.7628	0.6804	0.3187	0.3692	0.4017	0.3269	0.4207	0.5205	0.6250	0.4235
	100	0.8160	0.9107	0.7229	0.7068	0.2411	0.2606	0.3138	0.2774	0.3161	0.3668	0.4117	0.3486
	250	0.7811	0.8482	0.7163	0.7244	0.1679	0.1590	0.2311	0.1975	0.2114	0.2081	0.2790	0.2401
	500	0.7772	0.8306	0.7087	0.7285	0.1264	0.1151	0.1907	0.1582	0.1582	0.1464	0.2257	0.1941