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Investigação

Distribution, limit distribution and prediction bands for the maximum claim

TítuloDistribution, limit distribution and prediction bands for the maximum claim
Publication TypeUnpublished
Year of Publication2005
AuthorsMexia JT, Real PC, Coelho CA
Series TitlePreprint
AbstractExact and limit distributions are obtained for the maximum claim, using the collective model. Prediction bands are derived, falling either into a controlled and or a non-controlled case. These cases are separated by a crucial value of an estimable parameter. An application to automobile insurance data is given.
URLhttp://www.dm.fct.unl.pt/sites/www.dm.fct.unl.pt/files/preprints/2005/16_05.pdf