Modeling the risk process in the XploRe computing environment

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Modeling the risk process in the XploRe computing environment

Author Info

Krzysztof Burnecki (Hugo Steinhaus Center)
Rafal Weron (Hugo Steinhaus Center)

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Rafal Weron

Abstract

A user friendly approach to modeling the risk process is presented. It utilizes the insurance library of the XploRe computing environment which is accompanied by on-line, hyperlinked and freely downloadable from the web manuals and e-books. The empirical analysis for Danish ﬁre losses for the years 1980-90 is conducted and the best fitting of the risk process to the data is illustrated.

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Publisher Info
Paper provided by EconWPA in its series Risk and Insurance with number 0502001.

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Length: 8 pages
Date of creation: 07 Feb 2005
Date of revision:
Handle: RePEc:wpa:wuwpri:0502001

Note: Type of Document - pdf; pages: 8. Appeared in: Lecture Notes in Computer Science 3039, pp. 868-875
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Web page: http://129.3.20.41

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Find related papers by JEL classification:
G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies

This paper has been announced in the following NEP Reports:

NEP-ALL-2005-04-16 (All new papers)
NEP-CMP-2005-04-16 (Computational Economics)
NEP-FIN-2005-04-16 (Finance)
NEP-RMG-2005-04-16 (Risk Management)

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