共查询到20条相似文献,搜索用时 31 毫秒
1.
G. P. M. Heselden 《Scandinavian actuarial journal》2013,2013(3-4):192-200
Abstract Let t (x, n) being defined by Max and . 相似文献
2.
Henrik L. Selberg 《Scandinavian actuarial journal》2013,2013(3-4):121-125
Abstract Sei ?(x) eine für ? ∞ < x < + ∞ definierte reelle nichtnegative Funktion und 相似文献
3.
Birger Meidell 《Scandinavian actuarial journal》2013,2013(4):217-230
Im Gegensatz zur durchschnittlichen Lebensdauer hat die wahrscheinliche Lebensdauer in der Versicherungstechnik wohl kaum je eine wirkliche Anwendung gefunden. Der Grund hierfür dürfte hauptsächlich in der recht schwierigen mathematischen Definition dieser Masszahl zu such en sein. Während die durchschnittliche Lebensdauer bekantlich explicite definiert ist, so ist die wahrscheinliche Lebensdauer — wir werden sie mit ttx bezeichnen — implicite durch die Gleichung definiert. 相似文献
4.
D. R. Jensen 《Scandinavian actuarial journal》2013,2013(4):215-225
Abstract Let be Pearson's statistics for testing goodness of fit in various marginal distributions associated with a categorized array of N objects. This study is concerned with disturbances in the limiting joint distribution of when maximum likelihood estimates from the original ungrouped data are used instead of the usual estimates from the cell frequencies after grouping. Under regularity conditions the limiting distributions of , and are shown to satisfy for each positive {cb1 x ... x cbT }, where A(c) is the Cartesian product set A(c) = (0, cb1 ] x ... x (0, cbT ]. The limiting distributions are characterized in terms of partitioned Wishart matrices having unit rank and parameters as appropriate. These results are extensions of work by Chernoff and Lehmann (1954) and Jensen (1974). 相似文献
5.
J. F. Steffensen 《Scandinavian actuarial journal》2013,2013(3-4):193-202
Abstract 1. In the discussion that followed the reading to the Danish Actuarial Society of the paper quoted below1 it was suggested by Mr N. E. Andersen that the hypothesis T. F. (49), or , employed in the second half of the paper, might with advantage be replaced by xo being the initial age. In this way it is obtained that and it then follows, by T. F. (6), that 相似文献
6.
Sven G. Lindblom 《Scandinavian actuarial journal》2013,2013(1):12-29
1. Some questions about the connection between statistical tests of significance for simple and multiple correlation coefficients and for differences between sample means (and between sample means and population means) of variables of one or several dimensions are treated in this paper. The distributions of the random variables that are considered in such tests are given, under certain conditions, by frequency functions of the following types 1 : where - ∞ < t < ∞, n≧1; where where 0 < t < ∞, k≧1, n≧k; and where . 相似文献
7.
Ivo Lah 《Scandinavian actuarial journal》2013,2013(3-4):165-179
Abstract Im Zinsfussproblem spielen eine wichtige Rolle drei Hilfsfunktionen der Summen der diskontierten Zahlen, die wir vorweg kurz erwahnen wollen. Unter der nten Summe der diskontierten Zahlen Dx verstehen wir SpezieU haben wir: 相似文献
8.
Håkan Prawitz 《Scandinavian actuarial journal》2013,2013(3):145-156
Abstract Let Xbv (v = 1,2, ..., n) be independent random variables with the distribution functions Fbvx) and suppose . We define a random variable by where and denote the distribution function of X by F (x. 相似文献
9.
D. V. Gokhale 《Scandinavian actuarial journal》2013,2013(3-4):213-215
Abstract For all real values of α and λ satisfying the following inequality holds. When compared with a similar inequality due to Gurland [3] this is seen to be stronger for a certain range of α. 相似文献
10.
Benjamin Zehnwirth 《Scandinavian actuarial journal》2013,2013(4):212-216
Abstract Recent advances in statistical decision theory and stochastic processes provide the machinery for showing that the celebrated mean credibility formula is a Bayes rule within a nonparametric context. The credibility factor is obtained as a simple function of the parameter that characterizes the prior distribution. A natural estimator of leads to a credibility formula having a form similar to the James-Stein estimator. 相似文献
11.
Per Ottestad 《Scandinavian actuarial journal》2013,2013(1-2):197-201
Asbtract The hypernormal (or Lexian) frequency function can be defined by the integral where θ(p) is the frequency (or density) function of p defined in the interval. We have, of course, that and that . 相似文献
12.
Ibrahim A. Ahmad 《Scandinavian actuarial journal》2013,2013(3):176-181
Abstract Bhattacharyya & Roussas (1969) proposed to estimate the functional Δ = ∫ ?∞/∞ f 2(x)dx by , where is a kernel estimate of the probability density f(x). Schuster (1974) proposed, alternatively, to estimate Δ by , where F n (x) is the sample distribution function, and showed that the two estimates attain the same rate of strong convergence to Δ. In this note, two large sample properties of are presented, first strong convergence of to Δ is established under less assumptions than those of Schuster (1974), and second the asymptotic normality of established. 相似文献
13.
J. Wolfowitz 《Scandinavian actuarial journal》2013,2013(3-4):132-151
Abstract 1. Summary of results. Let E and Eo be chance variables at least one of which is not normally distributed (throughout the present paper a chance variable which is constant with probability one will be considered to be normally distributed with variance zero), and whose distribution is otherwise unknown, except that it is known that with probability one, where 0 and p are unknown constants, . Let (u; v) be jointly normally distributed chance variables with unknown covariance matrix, distributed independently of (ε, ε0). Without loss of generality we assume that the expected values E u and E v, of u and v respectively, are both zero. Define 相似文献
14.
《Scandinavian actuarial journal》2013,2013(3-4):207-218
Abstract Extract d1. Vis, at man for n ? 2 har når x ikke antager nogen af værdierne 0, ?1, ..., ?n+1, og når x ikke antager nogen af værdierne 0, 1, ..., n+1. 相似文献
15.
C. G. Esseen 《Scandinavian actuarial journal》2013,2013(2):160-170
Abstract Consider a sequence of independent random variables (r.v.) X 1 X 2, …, Xn , … , with the same distribution function (d.f.) F(x). Let E (Xn ) = 0, E , E (?(X)) denoting the mean value of the r.v. ? (X). Further, let the r.v. where have the d.f. F n (x). It was proved by Berry [1] and the present author (Esseen [2], [4]) that Φ(x) being the normal d.f. 相似文献
16.
Alfred Berger 《Scandinavian actuarial journal》2013,2013(1-2):52-54
Abstract In einer Note über die Theorie des Deekungskapitales habe ieh für das reduzierte Kapital der gemisehten Versicherung auf die Beträge At den Ausdruck gebraueht (1) wobei als Deckungsintensität bezeichnet wurde. 相似文献
17.
Harald Bohman 《Scandinavian actuarial journal》2013,2013(1):43-45
Abstract Given a characteristic functionφ(t) we want to calculate the corresponding distribution function. For the sake of simplicity we will assume that the mean value of the distribution is zero, i.e. that φ'(0) =0. For these calculations we will use the following formula where The dash on the summation sign indicates that the term corresponding to k = 0 is missing. 相似文献
18.
Alfred Berger 《Scandinavian actuarial journal》2013,2013(1-2):78-81
Abstract Herr K. A. POUKKA hat in einer unter dem gleichem Titel erschienenen Arbeit1 fü die zum Zinsfuss i+h zu berechnende Leibrente eine Näherungsformel. abgeleitet, welche sehr zufriedenstellende Resultate gibt. Die Formel wird aus der Reihenentwicklung gewonnen, für welche Herr POUKKA eine Ableitung mitteilt. 相似文献
19.
Lars Dahlgren 《Scandinavian actuarial journal》2013,2013(3-4):184-192
Abstract The Taylor expansion of a function around a point a may, as is well-known, be formally written 相似文献
20.
Gunnar Kulldorff 《Scandinavian actuarial journal》2013,2013(3-4):143-156
Abstract Assume that a large number of observations are made on a normal random variable with the density function where σ σ 0, When the sample is very large the ordinary estimates of µ and a involve considerable computational work. In order to simplify the estimation of µ and/or σ it is sometimes convenient to select a small number of sample quantiles and to use estimates which are linear functions of these sample quantiles, Such a procedure is particularly convenient when the observations occur naturally in order of magnitude, which happens in life testing, for instance, Let 相似文献