2 papers
math.ST2015
Exchangeability, the 'Histogram Theorem', and population inference
Jonathan Rougier
Some practical results are derived for population inference based on a sample, under the two qualitative conditions of 'ignorability' and exchangeability. These are the 'Histogram…
stat.AP2015
Rapidly bounding the exceedance probabilities of high aggregate losses
Isabella Gollini, Jonathan Rougier
We consider the task of assessing the righthand tail of an insurer's loss distribution for some specified period, such as a year. We present and analyse six different approaches: f…