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Another Look at Empirical Estimation of Actuarial Risk Measures
fiffiUa #"¢¡ £¥¤¦ll § tZr¨ª©;«vQ{!r¨¦©¬ªtZr¯®¯lg £±°fl²!²Z³N´b©;§ tZr¨ £µ°fl²²Z¶N´u©I·gn¹¸=rlgB£µ°fl²² ... £µ°fl²²Z¶N´u©I·gn¹¸=rlgB£µ°fl²²!²´u¡s´ º»TQRFGa¼¢RUTWV HqL½¢HaL!E6LWTN¾5M!¾\RACT A¿G H¯REhY J LNMNEflO¿HaL ...- Authors: Vytaras Brazauskas
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Robust and Efficient Fitting of Claim Severity Distributions
Robust and ... . . . , θk) = 1 1− aj − bj Z 1−bj aj hj(F −1(u)) du j = 1, . . . , k. 5 2. METHOD OF TRIMMED ... Z 1−bi ai Z 1−bj aj ` min{u, v} − uv ´ dhj ` F−1(v) ´ dhi ` F−1(u) ´ 7 2. METHOD OF TRIMMED ...- Authors: Bruce Jones, Vytaras Brazauskas, Ricardas Zitikis
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
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Predictive Modeling of Surface Temperature Extremes over North America, with Actuarial Applications in View
probability of the prolonged drought events over the U.S. Central Plains Estimate predictability of extreme ... Society of Actuaries References Cannon, A. J., S. R. Sobie, and T. Q. Murdock. 2015. Bias Correction ...- Authors: Society of Actuaries, Vytaras Brazauskas, SERGIY N KRASNOZHON, Paul Roebber
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Predictive Analytics