Modeling the risk process in the XploRe computing environment
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.
|Date of creation:||07 Feb 2005|
|Date of revision:|
|Note:||Type of Document - pdf; pages: 8. Appeared in: Lecture Notes in Computer Science 3039, pp. 868-875|
|Contact details of provider:|| Web page: http://econwpa.repec.org|
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"Property insurance loss distributions,"
Physica A: Statistical Mechanics and its Applications,
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2004,01, Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE).
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