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A Method for Calculating The Probabilities of Ruin by a Finite Number of Claims Where the Process is Sparre-Anderson
Method for Calculating The Probabilities of Ruin by a Finite Number of Claims Where the Process is Sparre-Anderson ... has to be added to the probability of ruin by n claims to obtain the probability of ultimate ruin.- Authors: William A Bailey
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Estimation methods
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Estimation of a Multivariate Copula
Estimation of a Multivariate Copula This paper develops the formula for estimation of multivariate copula ... results can be applied to the estimation of correlation coefficients. From the Actuarial Research Clearing ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods
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Minimum Quadratic Distance Estimation for A Parametric Family of Discrete Distributions Defined Recursively
Estimation for A Parametric Family of Discrete Distributions Defined Recursively The minimum distance estimator ... estimator proposed allows for the selection of the best fitting family member without prior distributional assumptions ...- Authors: José Garrido, ANDREW LUONG
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Modeling efficiency