3 papers
stat.ME2024
Bayesian Chain Ladder For Cumulative Run-Off Triangle Under Half-Normal Distribution Assumption
Rizky Reza Fauzi, Jerremy Joelnathan Stevanlim
An insurance company is required to prepare a certain amount of money, called reserve, as a mean to pay its policy holders claims in the future. There are several types of reserve,…
stat.ME2020
Boundary-free Estimators of the Mean Residual Life Function by Transformation
Rizky Reza Fauzi, Yoshihiko Maesono
We propose two new kernel-type estimators of the mean residual life function of bounded or half-bounded interval supported distributions. Though not as severe as the bound…
stat.ME2020
Boundary-free Kernel-smoothed Goodness-of-fit Tests for Data on General Interval
Rizky Reza Fauzi, Yoshihiko Maesono
We propose kernel-type smoothed Kolmogorov-Smirnov and Cramér-von Mises tests for data on general interval, using bijective transformations. Though not as severe as in the kernel d…