3 citations · 4 across the 4 of their papers we have counts for
5 papers
A Kolmogorov-Smirnov-Type Test for Dependently Double-Truncated Data
Anne-Marie Toparkus, Rafael Weissbach
With double-truncated lifespans, we test the hypothesis of a parametric distribution family for the lifespan. The typical finding from demography is an instationary behaviour of th…
Maximum Likelihood Estimation of a Proportion from a Sample of Triplets
Rafael Weissbach, Eric Scholz
When estimating a proportion and only a sample of triplets is given, dependencies within the triplets are to be accounted for. Without assuming a distribution for the success count…
Left-Truncated Health Insurance Claims Data: Theoretical Review and Empirical Application
Rafael Weißbachm, Achim Dörre, Dominik Wied +2
At the beginning of 2004, we draw a sample of size 0.25 million people from the inventory of the health insurer AOK. We followed their health claims until 2013. Our aim is the effe…
Truncating the Exponential with a Uniform Distribution
Rafael Weißbach, Dominik Wied
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a cer…
Modelling Correlations in Portfolio Credit Risk
Bernd Rosenow, Rafael Weissbach, Frank Altrock
The risk of a credit portfolio depends crucially on correlations between the probability of default (PD) in different economic sectors. Often, PD correlations have to be estimated…