COMMUNICATIONS & NOTES Annual Losses for Straight Deductible Coverage: Comment

As a risk analysis consultant, I read Professor Schott's article with great interest. While my own work in this area leads me to agree that alternative approaches to Monte Carlo simulation can prove useful, I must disagree with Schott's claim that the Gaussian model is viable. Furthermore,...

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Bibliographische Detailangaben

Veröffentlicht in:	The Journal of risk and insurance 1980-12, Vol.47 (4), p.753
1. Verfasser:	Pierson, Harry M
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximation Deductible coverage Kurtosis Monte Carlo simulation Probability Random variables Risk assessment Skewness
Online-Zugang:	Volltext
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