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stat.CO2017★ 2 cited
Computing the aggregate loss distribution based on numerical inversion of the compound empirical characteristic function of frequency and severity
Viktor Witkovsky, Gejza Wimmer, Tomas Duby
A non-parametric method for evaluation of the aggregate loss distribution (ALD) by combining and numerically inverting the empirical characteristic functions (CFs) is presented and…
stat.CO2013★ 17 cited
Estimation, Testing, and Prediction Regions of the Fixed and Random Effects by Solving the Henderson's Mixed Model Equations
Viktor Witkovský
We present a brief overview of the methods for making statistical inference (testing statistical hypotheses, construction of confidence and/or prediction intervals and regions) abo…