Minimum Expected Loss and Maximum Likelihood Estimators of the Return Period in the First Asymptotic Distribution

Minimum Expected Loss and Maximum Likelihood Estimators of the Return Period in the First Asymptotic Distribution PDF Author: Barbara Bacchielli
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Category :
Languages : en
Pages :

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Minimum Expected Loss and Maximum Likelihood Estimators of the Return Period in the First Asymptotic Distribution

Minimum Expected Loss and Maximum Likelihood Estimators of the Return Period in the First Asymptotic Distribution PDF Author: Barbara Bacchielli
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Minimum expected loss and maximum likelihood estimators of the return period in the First Asymptotic distribution

Minimum expected loss and maximum likelihood estimators of the return period in the First Asymptotic distribution PDF Author: Barbara Bacchelli
Publisher:
ISBN:
Category :
Languages : it
Pages : 13

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Statistical Theory and Method Abstracts

Statistical Theory and Method Abstracts PDF Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 1050

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Further Results on Zellner's Minimum Expected Loss (melo) and Full Information Maximum Likelihood Estimators for Undersized Samples

Further Results on Zellner's Minimum Expected Loss (melo) and Full Information Maximum Likelihood Estimators for Undersized Samples PDF Author: P. A. V. B. Swamy
Publisher:
ISBN:
Category :
Languages : en
Pages : 34

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Maximum Probability Estimators and Related Topics

Maximum Probability Estimators and Related Topics PDF Author: L. Weiss
Publisher: Springer
ISBN: 3540372792
Category : Computers
Languages : en
Pages : 112

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Current Index to Statistics, Applications, Methods and Theory

Current Index to Statistics, Applications, Methods and Theory PDF Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 810

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The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Asymptotic Efficient Robust Estimates in Some Semiparametric Models

Asymptotic Efficient Robust Estimates in Some Semiparametric Models PDF Author: Colin Ou Wu
Publisher:
ISBN:
Category :
Languages : en
Pages : 208

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Loss Models

Loss Models PDF Author: Stuart A. Klugman
Publisher: John Wiley & Sons
ISBN: 0470391332
Category : Business & Economics
Languages : en
Pages : 758

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Book Description
An update of one of the most trusted books on constructing and analyzing actuarial models Written by three renowned authorities in the actuarial field, Loss Models, Third Edition upholds the reputation for excellence that has made this book required reading for the Society of Actuaries (SOA) and Casualty Actuarial Society (CAS) qualification examinations. This update serves as a complete presentation of statistical methods for measuring risk and building models to measure loss in real-world events. This book maintains an approach to modeling and forecasting that utilizes tools related to risk theory, loss distributions, and survival models. Random variables, basic distributional quantities, the recursive method, and techniques for classifying and creating distributions are also discussed. Both parametric and non-parametric estimation methods are thoroughly covered along with advice for choosing an appropriate model. Features of the Third Edition include: Extended discussion of risk management and risk measures, including Tail-Value-at-Risk (TVaR) New sections on extreme value distributions and their estimation Inclusion of homogeneous, nonhomogeneous, and mixed Poisson processes Expanded coverage of copula models and their estimation Additional treatment of methods for constructing confidence regions when there is more than one parameter The book continues to distinguish itself by providing over 400 exercises that have appeared on previous SOA and CAS examinations. Intriguing examples from the fields of insurance and business are discussed throughout, and all data sets are available on the book's FTP site, along with programs that assist with conducting loss model analysis. Loss Models, Third Edition is an essential resource for students and aspiring actuaries who are preparing to take the SOA and CAS preliminary examinations. It is also a must-have reference for professional actuaries, graduate students in the actuarial field, and anyone who works with loss and risk models in their everyday work. To explore our additional offerings in actuarial exam preparation visit www.wiley.com/go/actuarialexamprep.

Maximum Penalized Likelihood Estimation

Maximum Penalized Likelihood Estimation PDF Author: P.P.B. Eggermont
Publisher: Springer Nature
ISBN: 1071612441
Category : Mathematics
Languages : en
Pages : 514

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Book Description
This book deals with parametric and nonparametric density estimation from the maximum (penalized) likelihood point of view, including estimation under constraints. The focal points are existence and uniqueness of the estimators, almost sure convergence rates for the L1 error, and data-driven smoothing parameter selection methods, including their practical performance. The reader will gain insight into technical tools from probability theory and applied mathematics.

Asymptotic Properties of Maximum Likelihood Estimators in the General Sampling Framework, and Some Results in Non-normal Linear Regression

Asymptotic Properties of Maximum Likelihood Estimators in the General Sampling Framework, and Some Results in Non-normal Linear Regression PDF Author: Robert Ernest Tarone
Publisher:
ISBN:
Category :
Languages : en
Pages : 190

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