EconPapers    
Economics at your fingertips  
 

Modeling the risk process in the XploRe computing environment

Rafał Weron () and Krzysztof Burnecki

No 2004,08, Papers from Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)

Abstract: 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.

Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link)
https://www.econstor.eu/bitstream/10419/22182/1/08_kb_rw.pdf (application/pdf)

Related works:
Working Paper: Modeling the risk process in the XploRe computing environment (2005) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:zbw:caseps:200408

Access Statistics for this paper

More papers in Papers from Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE) Contact information at EDIRC.
Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().

 
Page updated 2019-07-17
Handle: RePEc:zbw:caseps:200408