共查询到20条相似文献,搜索用时 171 毫秒
1.
Edward L. Dodd 《Scandinavian actuarial journal》2013,2013(1):133-158
Abstract The first object of this paper is to extend somewhat a theorem of MISES 1 , who by the use of the STIELTJES integral 2 treats as a single subject continuous (geometric) and discontinuous (arithmetic) probability. Laplace 3 , indeed, used a probability function which was in general continuous but had finite jumps, but he left no systematic treatment of the whole field of probability under such general conditions. 相似文献
2.
Von Tim Jansson 《Scandinavian actuarial journal》2013,2013(1):92-105
Abstract Die grossen Influenzaepidemien von 1918 und den folgenden Jahren haben aus natürlichen Gründen das Interesse der Lebensversicherungsstatistiker der ganzen Welt auf sich gelenkt. Statistische Ergebnisse über den Einfluss dieser Epidemien auf die Sterblichkeit von Lebensversicherten findet man so z. B. in folgenden Abhandlungen: Dr. A. WINTER, De sterfte in de laatste jaren. Het Verzekerings-Archief, Jaargang II, No. 2; JAMES D. CRAIG and LOUIS I. DUBLIN, The influenza Epidemic of 1918. Transactions of the Actuarial Society of America, vol. 20, No. 61; R. J. BACKLUND, Dödligheten i spanska sjukan i Kaleva 1918–1920. Nordisk Försäkringstidskrift, Årg. I, n:r 4. 相似文献
3.
Hans Christen 《Scandinavian actuarial journal》2013,2013(2):205-218
Abstract Zu den nachfolgenden Untersuchungen wurde der Verfasser veranlasst durch wertvolle Anregungen seines Lehrers, Prof. Dr. W. Friedli, sowie durch die schönen, das Zinsfussproblem berührenden Arbeiten der Herren Steffensen 1 , Meidell 2 , Palmqvist 3 und Poukka 4 . 相似文献
4.
L. v. Bortkiewicz 《Scandinavian actuarial journal》2013,2013(1):13-16
Abstract Der Sechste Skandinavische Mathematiker-Kongress (Kopenhagen 1925) hat sich unter anderem mit dem Markoffschen Lemma 1 beschäftigt, und auf diesem Kongress hat Dr. phil. RAGNAR FRISCH im Anschluss an ein Referat von Prof. Alf Guldberg in einem besonderen Referat den Beweis geliefert, dass die in Frage stehende Ungleichung im allgemeinen Fall keine »Einengung» zulasse. 2 Der Beweis ist schlüssig, aber er kann, wie mir scheint, einfacher erbracht werden. 相似文献
5.
Olav Reiersöl 《Scandinavian actuarial journal》2013,2013(3-4):229-234
Abstract 1. Many different measures of skewness have been proposed. The textbook of Albert Waugh 1 for instance presents six different measures of skewness. Other measures of skewness have been proposed by Lindeberg 2 and Lenz 3 . All these measures are zero when the distribution is symmetric, but any of them may be zero also when the distribution is unsymmetric. I shall here present some measures of skewness which are zero when and only when the distribution is symmetric. 相似文献
6.
Von Alf Guldberg 《Scandinavian actuarial journal》2013,2013(1):106-114
Abstract In dermathematischen Statistik nimmt die von DORMOY und LEXIS begründete Dispersionstheorie eine zentrale Stelle ein. 相似文献
7.
Sten Malmquist 《Scandinavian actuarial journal》2013,2013(1-2):97-99
Abstract Der er afholdt 7 Møder. 11. Januar. Generalforsamling. Aktuar W. Simonsen valgtes til Sekretær og Aktuar F. Howitz og Fuldmægtig H. P. Rasmussen til Medlemmer af Bestyrelsen. 相似文献
8.
Reinh. Palmqvist 《Scandinavian actuarial journal》2013,2013(3-4):152-163
Abstract To the Scandinavian Life Insurance Congress in Oslo 1926 an investigation into the mortality of annnitants was presented by thirteen Swedish Life Insurance Companies1 相似文献
9.
Per Gotaas 《Scandinavian actuarial journal》2013,2013(3-4):200-211
10.
Walter Andersson 《Scandinavian actuarial journal》2013,2013(1-2):16-31
Abstract 1. In 1905 Charlier outlined some methods for the expansion of functions in series. 1 Particularly he was dealing with frequency functions, but the method has a more general application. As is well known there were two kinds of developments considered, namely in terms of the differentials and in terms of the differences of a conveniently chosen developing function. The outstanding examples are — respectively — the expansions of the so called types A and B. The difference series has later gained a special attention by its deduction being attached to the theory for generating functions. 2 The true pivotal function in this respect seems, however, to be the moment generating function. In the following notes it will be shown that the differential series as well as difference series built up by the advancing and the central differences are obtainable in a similar way. By employing some convenient cumulants the different expansions can be written down compactly in symbolic forms which reveal their mutual formal relations. It will further be observed that Charlier's method of expansion is the inversion of a method indicated by Abel. 相似文献
11.
Alf Guldberg 《Scandinavian actuarial journal》2013,2013(1-2):82-85
Abstract In the well-known volume:»Frequency curves and correlation » Mr. W. PALIN ELDERTON gives an exposition of the Pearsonian frequency curves. 相似文献
12.
Sven Palme 《Scandinavian actuarial journal》2013,2013(4):286-288
Abstract Im Jahre 1928 hat Frau Dr. H. Pollaczek-Geiringer 2 in dieser Zeitschrift einen Konvergenzbeweis für die Charlier'sche B-Reihe unter der folgenden Voraussetzung bewiesen: 相似文献
13.
14.
Einar Keinänen 《Scandinavian actuarial journal》2013,2013(1-2):55-107
Abstract Ende des Jahres 1932 trafen die finnischen Lebensversicherungsgesellschaften Massnahmen für eine gemeinsame Untersuchung über die Sterblichkeit ihrer Versicherten während des J ahrzehntes 1920–1930. In dieser Absicht gab en die Aktuare der verschiedenen Gesellschaften den Herren Dr. Emil Wessel, Dr. E. A. Hintikka und Professor Dr. R. Nevanlinna in Auftrag einen Entwurf zur Ausführung einer solchen Untersuchung zu machen. Anfang Dezember war der Vorschlag des Dreier-Komitees fertig, der auch genehmigt wurde, sodass die Arbeit im Anfang des folgenden Jahres beginnen konnte. 相似文献
15.
K. A. Poukka 《Scandinavian actuarial journal》2013,2013(3):137-152
Abstract 1. In dieser Zeitschrift haben die Herren Steffensen 1 , Meidell 2 und Palmqvist 3 Näherungsformeln zur Berechnung der Veränderung der Leibrente bei der Veränderung des Zinsfusses veröffentlicht. 相似文献
16.
J. F. Steffensen 《Scandinavian actuarial journal》2013,2013(1):73-91
Abstract The late Professor T. N. THIELE has pointed out, 1 that a given correlation may sometimes be brought to vanish by a suitable linear transformation of the coordinates. Unfortunately his indications in this respect are very brief; and as the subject is not treated by means of frequency-surfaces, but only by a consideration of the first few moments (or rather “half-invariants ” 2 ) in a particular numerical case, his efforts have not resulted in establishing a correlation-formula which alone, by comparison with the observations, could prove his assertion right or wrong. I therefore propose to resume the subject, beginning with a few remarks on frequency-distributions with one single variable, and repeating, for the sake of completeness, a certain amount of known matter. 相似文献
17.
Ivar Hesselberg 《Scandinavian actuarial journal》2013,2013(1):44-45
18.
W. Simonsen 《Scandinavian actuarial journal》2013,2013(1-2):157-159
Abstract 17. Januar 1934. Generalforsamling. Til Medlemmer af Bestyrelsen valgtes: Direktør, cando mag. BJ. Drachmann (Formand), Underdirektør, Beregner, cando act. E. Hude (Næstformand), Aktuar A. Kousgaard Nielsen (Sekretær), Overassistent, cando act. Frk. Margarethe Bjerregaard og Fuldmægtig, cando act. Børge Sørensen. 相似文献
19.
P. Veress 《Scandinavian actuarial journal》2013,2013(2):113-119
Abstract Extract In this note we are concerned with the inequalities published by Steffensen in this Journal under the title: ?On a generalization of certain inequalities by Tchebycheff and Jensen?. I will show how these inequalities are represented in one form by the integrals of Stieltjes. These integrals have the advantage of containing both sums and the integrals of Riemann. The proof of this generalized theorem is also more simple, which shows that this theorem appears only in this generalization in its most natural form. 相似文献
20.
J. F. Steffensen 《Scandinavian actuarial journal》2013,2013(1):147-152
Abstract It is well known, that Charlier has suggested to develop a frequency-function f(x) in a series of the form where ?(x) stands for a particular, given frequency-function, while the symbol ? denotes the ascending difference, that is ??(x)=?(x)-?(x-1). In the form proposed by Charlier this method is open to objections of which he is partly himself aware; the chief objecti.on being, that no account is taken of questions of convergence. It seems, therefore, of interest to examine what becomes of the method, if it is not carried beyond legitimate bounds. In doing so, I shall try to simplify the determination of the constants, a problem which has been attacked by Charlier 1 himself, and by N. R. Jørgensen 2 in a special case. For this purpose I avail myself of a class of symmetrical functions of the observations for which I have proposed the name of “factorial moments” and the systematical use of which I recommended in my paper “Factorial Moments and Discontinuous Frequency-Functions”. 3 I shall assume, that the reader is familiar with the notation employed in that paper which differs in some respects from the usual notation of moments. 相似文献