Loss Distributions

Copyright © 1984 John Wiley & Sons, Inc.

Loss Distributions

Author(s): Robert V. Hogg, Stuart A. Klugman

Published Online: 27 MAY 2008

Print ISBN: 9780471879299

Online ISBN: 9780470316634

DOI: 10.1002/9780470316634

About this Book

Devoted to the problem of fitting parametric probability distributions to data, this treatment uniquely unifies loss modeling in one book. Data sets used are related to the insurance industry, but can be applied to other distributions. Emphasis is on the distribution of single losses related to claims made against various types of insurance policies. Includes five sets of insurance data as examples.

Table of contents

    1. You have free access to this content
      Frontmatter (pages iii–x)

    2. Chapter 1

      Introduction (pages 1–15)

    3. Chapter 2

      Models for Random Variables (pages 17–59)

    4. Chapter 3

      Statistical Inference (pages 61–123)

    5. Chapter 4

      Modeling Loss Distributions (pages 125–178)

    6. Chapter 5

      Applications of Distributional Models (pages 179–213)

    7. You have free access to this content
      References (pages 215–216)

    8. You have free access to this content
      Appendix: Characteristics, Values, and Estimators for Selected Distributions (pages 217–232)

    9. You have free access to this content
      Index (pages 233–235)

SEARCH