Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Agustín Hernández Bastida"'
Publikováno v:
Entropy, Vol 20, Iss 12, p 919 (2018)
Problems in statistical auditing are usually one⁻sided. In fact, the main interest for auditors is to determine the quantiles of the total amount of error, and then to compare these quantiles with a given materiality fixed by the auditor, so that t
Externí odkaz:
https://doaj.org/article/fdd85dcd0cdf482ca8161eb804716264
Publikováno v:
Studies of Applied Economics. 29
This paper focuses on the study of the Collective and Bayes Premiums, under the Variance Premium Principle, in the classic Collective Risk Poisson-Exponential Model. A bivariate prior distribution is considered for both the parameter of the distribut
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fe185d92001bdae07450c4d44a733427
https://doi.org/10.25115/eea.v29i1.3948
https://doi.org/10.25115/eea.v29i1.3948
Publikováno v:
The Journal of Risk Model Validation. 11:19-47
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::df2e9c39768db028885b5c37d49098d8
https://doi.org/10.21314/jrmv.2017.176
https://doi.org/10.21314/jrmv.2017.176
Publikováno v:
Entropy
Entropy, Vol 20, Iss 12, p 919 (2018)
Volume 20
Issue 12
Digibug. Repositorio Institucional de la Universidad de Granada
instname
Entropy, Vol 20, Iss 12, p 919 (2018)
Volume 20
Issue 12
Digibug. Repositorio Institucional de la Universidad de Granada
instname
Problems in statistical auditing are usually one&ndash
sided. In fact, the main interest for auditors is to determine the quantiles of the total amount of error, and then to compare these quantiles with a given materiality fixed by the auditor,
sided. In fact, the main interest for auditors is to determine the quantiles of the total amount of error, and then to compare these quantiles with a given materiality fixed by the auditor,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::95fcd0460b0c21a0a06eb5f44e7cb3a0
https://pubmed.ncbi.nlm.nih.gov/33266643
https://pubmed.ncbi.nlm.nih.gov/33266643
Publikováno v:
Statistical Methods & Applications. 21:391-409
In this paper we firstly develop a Sarmanov–Lee bivariate family of distributions with the beta and gamma as marginal distributions. We obtain the linear correlation coefficient showing that, although it is not a strong family of correlation, it ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d50df5f730dc3f5ec5fbdf6ef28d4c94
https://doi.org/10.1007/s10260-012-0194-3
https://doi.org/10.1007/s10260-012-0194-3
Publikováno v:
Mathematics and Computers in Simulation. 82:1419-1431
This paper examines a compound collective risk model in which the primary distribution comprised the Poisson-Lindley distribution with a @l parameter, and where the secondary distribution is an exponential one with a @q parameter. We consider the cas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3bf0fda87238e08ed1df255686a49ca7
https://doi.org/10.1016/j.matcom.2012.01.003
https://doi.org/10.1016/j.matcom.2012.01.003
Publikováno v:
Journal of Statistical Computation and Simulation. 81:759-778
In this paper the collective risk model with Poisson–Lindley and exponential distributions as the primary and secondary distributions, respectively, is developed in a detailed way. It is applied to determine the Bayes premium used in actuarial scie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::71f5ea72ec27ea2134f93c52fb0ef5ce
https://doi.org/10.1080/00949650903486609
https://doi.org/10.1080/00949650903486609
Publikováno v:
Insurance: Mathematics and Economics. 45:247-254
In Bayesian analysis it is usual to assume that the risk profiles Θ 1 and Θ 2 associated with the random variables “number of claims” and “amount of a single claim”, respectively, are independent. A few studies have addressed a model of thi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fa1a730882a5d5642f1fed4f48a9ec93
https://doi.org/10.1016/j.insmatheco.2009.07.002
https://doi.org/10.1016/j.insmatheco.2009.07.002
Publikováno v:
Revue Internationale des Sciences Administratives. 75:167-184
L’un des principaux problemes dans l’evaluation du rendement financier concerne les comparaisons effectuees entre les municipalites, l’influence de certains facteurs lies a l’environnement social et economique sur les indicateurs en question
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6a4a79e0b927c1a4ac750f0b907916b3
https://doi.org/10.3917/risa.751.0167
https://doi.org/10.3917/risa.751.0167
Publikováno v:
Journal of Applied Statistics. 36:853-869
The distribution of the aggregate claims in one year plays an important role in Actuarial Statistics for computing, for example, insurance premiums when both the number and size of the claims must be implemented into the model. When the number of cla
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f2e4b2afd7c93412fe471c8b10062450
https://doi.org/10.1080/02664760802510059
https://doi.org/10.1080/02664760802510059