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Abstract Details
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Activity Number:
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134
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Type:
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Contributed
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Date/Time:
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Monday, August 1, 2011 : 8:30 AM to 10:20 AM
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Sponsor:
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Business and Economic Statistics Section
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| Abstract - #301352 |
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Title:
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Modeling and Evaluating Losses by Mixture Distribution
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Author(s):
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Min Deng*+
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Companies:
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Maryville University at St. Louis
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Address:
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650 Maryville University Drive , St. Louis, MO, 63141 ,
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Keywords:
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Aggregate Claims ;
Counting distribution ;
Claim distribution ;
Mixture Distribution ;
Losses
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Abstract:
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This paper focuses on important aspects of modeling and evaluating losses. There is a lot of research on this topic is concentrated on Erlang distribution. In this paper we are going to discuss not only use Mixtures of ERlang Distribution as the tool to modeling and evaluating losses, and also use Mixture of other important distribution to modeling and evaluation losses. Some numerical examples to illustrate the results will be given.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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