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Publication
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| Title of Article |
A Differential Evolution Algorithm with Adaptive Weighted Parameters for Finite Mixture Models of Some Fire Insurance Data in Thailand |
| Date of Acceptance |
24 April 2017 |
| Journal |
| Title of Journal |
SNRU Journal of Science and Technology |
| Standard |
TCI |
| Institute of Journal |
Sakon Nakhon Rajabhat University |
| ISBN/ISSN |
ISSN (Online): 2630-015X |
| Volume |
์No.2 |
| Issue |
Vol.9 |
| Month |
May – August |
| Year of Publication |
2017 |
| Page |
491-501 |
| Abstract |
We propose an adaptive differential evolution algorithm to estimate the parameter of finite mixture model. The finite mixture model separates two parts of parameter set. The first part consist of a parameter set of distributions that used for our experiment. The second part consist of a weighted parameter set of each component that are positive real value and the combination of them equal to 1. We perform an experiment to obtain an adaptive differential evolution algorithm for the finite mixture model by controlling the parameter set of the second part using a technique of weighting with constant such that parameter set of the second part satisfies condition of the finite mixture model. In this paper, we use an adaptive differential evolution algorithm to estimate the parameter of combination of nine distributions: Rayleigh distribution, logistic distribution, gamma distribution, Pareto distribution, log-logistic distribution, normal distribution, Weibull distribution, log-normal distribution, and exponential distribution for 47 claimed size data of fire insurance of an insurance company in Thailand which use K-S test statistic for the objective function. The results show that the best K-S test statistic value of finite mixture model which equal to 0.0535 less than the best single model which equal 0.0811. Therefore, the parameter set of the finite mixture model is 34.03 percent better. |
| Keyword |
Weighted parameter, Finite mixture model, Fire Insurance, DE algorithm. |
| Author |
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| Reviewing Status |
มีผู้ประเมินอิสระ |
| Status |
ตีพิมพ์แล้ว |
| Level of Publication |
ชาติ |
| citation |
true |
| Part of thesis |
true |
| Attach file |
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| Citation |
0
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Journal Publication
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