Modeling the risk process in the XploRe computing environment

A user friendly approach to modeling the risk process is presented. It utilizes the insurance library of the XploRe computing environment which is accompanied by on-line, hyperlinked and freely downloadable from the web manuals and e-books. The empirical analysis for Danish ﬁre losses for the years 1980-90 is conducted and the best fitting of the risk process to the data is illustrated.

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Year of publication:	2005-02-07
Authors:	Burnecki, Krzysztof ; Weron, Rafal
Institutions:	EconWPA
Subject:	Risk process \| Monte Carlo simulation \| XploRe computing environment

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Extent:	application/pdf
Series:	Risk and Insurance.
Type of publication:	Book / Working Paper
Notes:	Type of Document - pdf; pages: 8. Appeared in: Lecture Notes in Computer Science 3039, pp. 868-875 8 pages
Classification:	G22 - Insurance; Insurance Companies
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005124987