Research Article
An Approximation of Minimum Initial Capital of Investment Discrete Time Surplus Process with Weibull Distribution in a Reinsurance Company
Table 2
Shape and scale parameters for a variety of estimation methods.
| Method | Type | | | |
| 1 | Least squares method 1 | 5.1 | 0.8405 | 28.7721 | 2 | Least squares method 2 | 5.2 | 0.8310 | 28.8602 | 3 | Least squares method 3 | 5.3 | 0.7984 | 29.1888 | 4 | Least squares method 4 | 5.4 | 0.8580 | 28.6168 | 5 | Maximum likelihood estimation | - | 0.8633 | 28.8668 | 6 | Method of moments | - | 0.9286 | 30.0055 |
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