Burnecki, Krzysztof; Misiorek, Adam; Weron, Rafal - Volkswirtschaftliche Fakultät, … - 2010
deriving the loss distribution in an insurance risk model: empirical, analytical, and moment based. The empirical method is … based on a sufficiently smooth and accurate estimate of the cumulative distribution function (cdf) and can be used only when … data well and which is easy to handle. In some applications the exact shape of the loss distribution is not required. We …