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Loss Distributions

ISBN: 978-0-470-31730-3
248 pages
September 2009
Loss Distributions (0470317302) cover image
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.
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Models for Random Variables.

Statistical Inference.

Modeling Loss Distributions.

Applications of Distributional Models.




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