Bemerkung zur Arbeit „A simple method to estimate parametric claim size distributions from grouped data“ von Brix und Pfeifer in den letzten „Blättern“

2000 ◽  
Vol 24 (4) ◽  
pp. 745-745
Author(s):  
Thomas Mack
Keyword(s):  
Grouped Data ◽  
Claim Size ◽  
Size Distributions ◽  
Simple Method

A simple method to estimate parametric claim size distributions from grouped data

2000 ◽  
Vol 24 (3) ◽  
pp. 495-505 ◽  
Author(s):  
Joachim Brix ◽  
Dietmar Pfeifer
Keyword(s):  
Grouped Data ◽  
Claim Size ◽  
Size Distributions ◽  
Simple Method

scholarly journals Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation

2000 ◽  
Vol 30 (2) ◽  
pp. 309-331 ◽  
Author(s):  
Rudolf Grübel ◽  
Renate Hermesmeier
Keyword(s):  
Continuous Distribution ◽  
Richardson Extrapolation ◽  
Distribution Functions ◽  
Ruin Probabilities ◽  
Claim Size ◽  
Size Distributions ◽  
Standard Methods ◽  
Discretization Step ◽  
Total Claim ◽  
Panjer Recursion

AbstractThe standard methods for the calculation of total claim size distributions and ruin probabilities, Panjer recursion and algorithms based on transforms, both apply to lattice-type distributions only and therefore require an initial discretization step if continuous distribution functions are of interest. We discuss the associated discretization error and show that it can often be reduced substantially by an extrapolation technique.

Simulation of Size Distributions of TiO2 Nanoparticles in a Propane/Air Flame

2010 ◽  
Vol 8 (1) ◽  
Author(s):  
Hongyong Xie ◽  
Shi Chen
Keyword(s):  
Tio2 Nanoparticles ◽  
Radiant Energy ◽  
Particle Growth ◽  
Collision Kernel ◽  
Wall Region ◽  
Size Distributions ◽  
Particle Volume ◽  
Simple Method ◽  
Wall Functions ◽  
Number Frequency

Size distributions of TiO2 nanoparticles synthesized in a propane/air flame CVD process have been simulated by CFD code Fluent. The flame is simulated by EDM and standard k-? model with non-equilibrium wall functions in the wall region. SIMPLE method is selected for pressure-velocity coupling and the convection term is discretized with first-order upwind scheme. Radiant energy absorption and irradiant are incorporated in the enthalpy balance by P1 model. Particle growth and size distributions are simulated by the implementation of integral collision kernel in particle dynamics and the condition of particle volume conservation into CFD code Fluent. Comparisons on number frequency size distributions between measured and predicted have been made and the results showed that the integral collision kernel gave reasonable predictions on both size and size distributions.

scholarly journals COMPATIBILITY OF BORROW MATERIAL FOR BEACH FILLS

1974 ◽  
Vol 1 (14) ◽  
pp. 77
Author(s):  
R.G. Dean
Keyword(s):  
Standard Deviation ◽  
Size Distributions ◽  
Simple Method ◽  
Mean Diameter ◽  
Single Graph

A simple method is presented for estimating the relative compatibility of borrow material being considered for beach fill purposes. The method defines the "compatible" fraction of the material as that coarser portion with the same mean diameter (in "phi" measure) as the native material on the beach. A single graph is presented which allows determination of the number of units of borrow material required to obtain one unit of compatible material. Use of this method requires that the size distributions be reasonably represented by the "lognormal" relationship and also requires knowledge of the means of the native and borrow materials and the standard deviation of the borrow material (all in phi measure). This method overcomes shortcomings of the Krumbein-James method published in 1965. Several examples are presented illustrating the application of the method presented in this paper.

scholarly journals Ruin Probability Approximations in Sparre Andersen Models with Completely Monotone Claims

Risks ◽  
2019 ◽  
Vol 7 (4) ◽  
pp. 104 ◽  
Author(s):  
Hansjörg Albrecher ◽  
Eleni Vatamidou
Keyword(s):  
Laplace Transform ◽  
Error Bounds ◽  
Efficient Algorithm ◽  
Ruin Probability ◽  
Risk Process ◽  
Claim Size ◽  
Size Distributions ◽  
Completely Monotone ◽  
Sparre Andersen Risk Process

We consider the Sparre Andersen risk process with interclaim times that belong to the class of distributions with rational Laplace transform. We construct error bounds for the ruin probability based on the Pollaczek–Khintchine formula, and develop an efficient algorithm to approximate the ruin probability for completely monotone claim size distributions. Our algorithm improves earlier results and can be tailored towards achieving a predetermined accuracy of the approximation.

scholarly journals On Ordering and Danger of Claim Frequency Distributions

1981 ◽  
Vol 12 (1) ◽  
pp. 72-76 ◽  
Author(s):  
M. J. Goovaerts
Keyword(s):  
Claim Size ◽  
Size Distributions ◽  
Frequency Distributions ◽  
Claim Frequency

The notion of ordering and danger of claim size distributions is extended to claim frequency distributions.

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