Application of Burr XII Mixture Distributions to Model Unemployment Duration in Pricing Unemployment Insurance Assuming USA Data

Richard Onyino Simwa; Martin Mutwiri Kithinji; Joseph Anthony McOtteku Otieno

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Application of Burr XII Mixture Distributions to Model Unemployment Duration in Pricing Unemployment Insurance Assuming USA Data

机译：假设美国数据，Burr XII混合物分布在失业持续时间建模中的应用

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The objective of this research is to consider varying unemployment duration in the pricing of unemployment insurance with application to USA data. The study assumes that unemployment duration follows Burr XII mixture distribution while the discount rate to use in the pricing of the scheme will bedetermined by fitting market data into the capital asset pricing model. The Burr XII mixture distribution has been used to model unemployment duration in order to allow for heterogeniety in the unemployment duration of the insured employees. The results yield a mean unemployment duration of approximately 16 weeks and premium contribution rate of 5.10% of the taxable wage base per month for a benefit of 45% of the taxable wage base per month payable on weekly basis during spells of unemployment.

机译：这项研究的目的是考虑适用于美国数据的失业保险定价中不同的失业时间。该研究假设失业时间遵循Burr XII混合分布，而该计划的定价中使用的折现率将通过将市场数据拟合到资本资产定价模型中来确定。 Burr XII混合分布已用于建模失业时间，以使被保险雇员的失业时间具有异质性。结果得出的平均失业时间约为16周，保费缴款率为每月应税工资基数的5.10％，受益于每月应税工资基数的45％，应在失业期间每周支付。

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《International Journal of Statistical Distributions and Applications》 |2016年第3期|共8页
作者
Richard Onyino Simwa; Martin Mutwiri Kithinji; Joseph Anthony McOtteku Otieno;
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Application of Burr XII Mixture Distributions to Model Unemployment Duration in Pricing Unemployment Insurance Assuming USA Data

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