Estimation, Evaluation, and Selection of Actuarial Models

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10 CHAPTER 2. MODEL ESTIMATION <strong>of</strong> the empirical distribution function wherever possible, <strong>and</strong> then connect those values in some reasonable way. For grouped data, the distribution function is usually approximated by connecting the points with straight lines. For notation, let the group boundaries be c 0
2.2. ESTIMATION USING DATA-DEPENDENT DISTRIBUTIONS 11 F(x) 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 25000 50000 75000 100000 125000 x Ogive for general liability losses The derivative is simply a step function with the following values. ⎧ 0.000058150, 0 ≤ x
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86 CHAPTER 5. MODELS WITH COVARIATE
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96 APPENDIX A. SOLUTIONS TO EXERCIS
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132 APPENDIX B. USING MICROSOFT EXC
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Estimation, Evaluation, and Selection of Actuarial Models

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