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A Method for Calculating The Probabilities of Ruin by a Finite Number of Claims Where the Process is Sparre-Anderson
1) paper "Six Bridges To @'s", can be applied to find the probability @(u;n) of ruin by n claims for ... estimating how much has to be added to @(u;n) to obtain ~(u). 179 Table of Contents Sect ion 1. In t ...- 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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Minimum Quadratic Distance Estimation for A Parametric Family of Discrete Distributions Defined Recursively
Key u~rds and pAz'ases: Hi nl mum di s tance es t l mat i on , d i sc r e te d i s t r ibut ... in fe rence , app l i ca t ion to compound di s t r i but i ons . AMS Ig85 subject c[~ssi/£cattoru~ ...- 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
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Estimation of a Multivariate Copula
(~ - 0 - ~(v~(~- O) l + I H( , , (x + O) - //(u~(x-6))l <_c/3 +~/3 +~/3 = ~. So Fk(z ) is continuous ... . V. • Let uE R v. Define C-'(I) = P(Jr~X) < u). Then G(w ) is a distribution function with uniform ...- 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