Loss distributions [[electronic resource] /] / Robert V. Hogg, Stuart A. Klugman, with the assistance of Charles C. Hewitt and Gary Patrik
| Loss distributions [[electronic resource] /] / Robert V. Hogg, Stuart A. Klugman, with the assistance of Charles C. Hewitt and Gary Patrik |
| Autore | Hogg Robert V |
| Pubbl/distr/stampa | New York, : Wiley, c1984 |
| Descrizione fisica | 1 online resource (254 p.) |
| Disciplina |
368
368.0101519532 368.015 |
| Altri autori (Persone) | KlugmanStuart A. <1949-> |
| Collana | Wiley series in probability and mathematical statistics |
| Soggetto topico |
Insurance - Mathematical models
Insurance - Statistical methods |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-30796-7
9786612307966 0-470-31663-2 0-470-31730-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
LOSS DISTRIBUTIONS; Contents; 1. Introduction; 1.1. Basic Terminology; 1.2. Coverage Limitations; 1.3. Evaluation of Coverage Limitations; 1.4. Data Collection and Modeling; 2. Models for Random Variables; 2.1. Models; 2.2. The Poisson Process and Related Models; 2.3. Models for Joint Random Variables; 2.4. Normal Models; 2.5. Linear Functions of Random Variables; 2.6. Functions of Random Variables; 2.7. The Mixture of Models; 3. Statistical Inference; 3.1. Model-Free Estimation of Distributions; 3.2. Estimating Distributions by Simulation; 3.3. Point Estimation; 3.4. Interval Estimation
3.5. Tests of Statistical Hypotheses3.6. Testing the Fit of Models; 3.7. Applications and Associated Algorithms; 4. Modeling Loss Distributions; 4.1. Introduction; 4.2. Ungrouped Data, Truncation from Below; 4.3. Grouped Data, Mixture of Models; 4.4. Truncated and Shifted Data, Mixture of Models; 4.5. Clustering, Truncation from Above, Combining Samples; 4.6. A Bivariate Model; 4.7. A Review of the Modeling Process; 5. Applications of Distributional Models; 5.1. Introduction; 5.2. Inflation, Percentile Estimation; 5.3. Deductibles, Leveraging 5.4. Other Deductibles, Comparisons of Distributions5.5. Limits, Comparisons of Distributions; 5.6. Limits, Layers, Allocated Loss Adjustment Expenses; References; Appendix Characteristics of Selected Distributions; Index |
| Record Nr. | UNINA-9910144696103321 |
Hogg Robert V
|
||
| New York, : Wiley, c1984 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Loss distributions [[electronic resource] /] / Robert V. Hogg, Stuart A. Klugman, with the assistance of Charles C. Hewitt and Gary Patrik
| Loss distributions [[electronic resource] /] / Robert V. Hogg, Stuart A. Klugman, with the assistance of Charles C. Hewitt and Gary Patrik |
| Autore | Hogg Robert V |
| Pubbl/distr/stampa | New York, : Wiley, c1984 |
| Descrizione fisica | 1 online resource (254 p.) |
| Disciplina |
368
368.0101519532 368.015 |
| Altri autori (Persone) | KlugmanStuart A. <1949-> |
| Collana | Wiley series in probability and mathematical statistics |
| Soggetto topico |
Insurance - Mathematical models
Insurance - Statistical methods |
| ISBN |
1-282-30796-7
9786612307966 0-470-31663-2 0-470-31730-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
LOSS DISTRIBUTIONS; Contents; 1. Introduction; 1.1. Basic Terminology; 1.2. Coverage Limitations; 1.3. Evaluation of Coverage Limitations; 1.4. Data Collection and Modeling; 2. Models for Random Variables; 2.1. Models; 2.2. The Poisson Process and Related Models; 2.3. Models for Joint Random Variables; 2.4. Normal Models; 2.5. Linear Functions of Random Variables; 2.6. Functions of Random Variables; 2.7. The Mixture of Models; 3. Statistical Inference; 3.1. Model-Free Estimation of Distributions; 3.2. Estimating Distributions by Simulation; 3.3. Point Estimation; 3.4. Interval Estimation
3.5. Tests of Statistical Hypotheses3.6. Testing the Fit of Models; 3.7. Applications and Associated Algorithms; 4. Modeling Loss Distributions; 4.1. Introduction; 4.2. Ungrouped Data, Truncation from Below; 4.3. Grouped Data, Mixture of Models; 4.4. Truncated and Shifted Data, Mixture of Models; 4.5. Clustering, Truncation from Above, Combining Samples; 4.6. A Bivariate Model; 4.7. A Review of the Modeling Process; 5. Applications of Distributional Models; 5.1. Introduction; 5.2. Inflation, Percentile Estimation; 5.3. Deductibles, Leveraging 5.4. Other Deductibles, Comparisons of Distributions5.5. Limits, Comparisons of Distributions; 5.6. Limits, Layers, Allocated Loss Adjustment Expenses; References; Appendix Characteristics of Selected Distributions; Index |
| Record Nr. | UNINA-9910644053703321 |
Hogg Robert V
|
||
| New York, : Wiley, c1984 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Loss distributions [[electronic resource] /] / Robert V. Hogg, Stuart A. Klugman, with the assistance of Charles C. Hewitt and Gary Patrik
| Loss distributions [[electronic resource] /] / Robert V. Hogg, Stuart A. Klugman, with the assistance of Charles C. Hewitt and Gary Patrik |
| Autore | Hogg Robert V |
| Pubbl/distr/stampa | New York, : Wiley, c1984 |
| Descrizione fisica | 1 online resource (254 p.) |
| Disciplina |
368
368.0101519532 368.015 |
| Altri autori (Persone) | KlugmanStuart A. <1949-> |
| Collana | Wiley series in probability and mathematical statistics |
| Soggetto topico |
Insurance - Mathematical models
Insurance - Statistical methods |
| ISBN |
1-282-30796-7
9786612307966 0-470-31663-2 0-470-31730-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
LOSS DISTRIBUTIONS; Contents; 1. Introduction; 1.1. Basic Terminology; 1.2. Coverage Limitations; 1.3. Evaluation of Coverage Limitations; 1.4. Data Collection and Modeling; 2. Models for Random Variables; 2.1. Models; 2.2. The Poisson Process and Related Models; 2.3. Models for Joint Random Variables; 2.4. Normal Models; 2.5. Linear Functions of Random Variables; 2.6. Functions of Random Variables; 2.7. The Mixture of Models; 3. Statistical Inference; 3.1. Model-Free Estimation of Distributions; 3.2. Estimating Distributions by Simulation; 3.3. Point Estimation; 3.4. Interval Estimation
3.5. Tests of Statistical Hypotheses3.6. Testing the Fit of Models; 3.7. Applications and Associated Algorithms; 4. Modeling Loss Distributions; 4.1. Introduction; 4.2. Ungrouped Data, Truncation from Below; 4.3. Grouped Data, Mixture of Models; 4.4. Truncated and Shifted Data, Mixture of Models; 4.5. Clustering, Truncation from Above, Combining Samples; 4.6. A Bivariate Model; 4.7. A Review of the Modeling Process; 5. Applications of Distributional Models; 5.1. Introduction; 5.2. Inflation, Percentile Estimation; 5.3. Deductibles, Leveraging 5.4. Other Deductibles, Comparisons of Distributions5.5. Limits, Comparisons of Distributions; 5.6. Limits, Layers, Allocated Loss Adjustment Expenses; References; Appendix Characteristics of Selected Distributions; Index |
| Record Nr. | UNINA-9910830084103321 |
Hogg Robert V
|
||
| New York, : Wiley, c1984 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Loss distributions / / Robert V. Hogg, Stuart A. Klugman, with the assistance of Charles C. Hewitt and Gary Patrik
| Loss distributions / / Robert V. Hogg, Stuart A. Klugman, with the assistance of Charles C. Hewitt and Gary Patrik |
| Autore | Hogg Robert V |
| Pubbl/distr/stampa | New York, : Wiley, c1984 |
| Descrizione fisica | 1 online resource (254 p.) |
| Disciplina |
368
368.0101519532 368.015 |
| Altri autori (Persone) | KlugmanStuart A. <1949-> |
| Collana | Wiley series in probability and mathematical statistics |
| Soggetto topico |
Insurance - Mathematical models
Insurance - Statistical methods |
| ISBN |
9786612307966
9781282307964 1282307967 9780470316634 0470316632 9780470317303 0470317302 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
LOSS DISTRIBUTIONS; Contents; 1. Introduction; 1.1. Basic Terminology; 1.2. Coverage Limitations; 1.3. Evaluation of Coverage Limitations; 1.4. Data Collection and Modeling; 2. Models for Random Variables; 2.1. Models; 2.2. The Poisson Process and Related Models; 2.3. Models for Joint Random Variables; 2.4. Normal Models; 2.5. Linear Functions of Random Variables; 2.6. Functions of Random Variables; 2.7. The Mixture of Models; 3. Statistical Inference; 3.1. Model-Free Estimation of Distributions; 3.2. Estimating Distributions by Simulation; 3.3. Point Estimation; 3.4. Interval Estimation
3.5. Tests of Statistical Hypotheses3.6. Testing the Fit of Models; 3.7. Applications and Associated Algorithms; 4. Modeling Loss Distributions; 4.1. Introduction; 4.2. Ungrouped Data, Truncation from Below; 4.3. Grouped Data, Mixture of Models; 4.4. Truncated and Shifted Data, Mixture of Models; 4.5. Clustering, Truncation from Above, Combining Samples; 4.6. A Bivariate Model; 4.7. A Review of the Modeling Process; 5. Applications of Distributional Models; 5.1. Introduction; 5.2. Inflation, Percentile Estimation; 5.3. Deductibles, Leveraging 5.4. Other Deductibles, Comparisons of Distributions5.5. Limits, Comparisons of Distributions; 5.6. Limits, Layers, Allocated Loss Adjustment Expenses; References; Appendix Characteristics of Selected Distributions; Index |
| Record Nr. | UNINA-9911019155003321 |
Hogg Robert V
|
||
| New York, : Wiley, c1984 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||