'Confidence bands' presentation slideshows

Uncertainty And Property Cat Pricing

Uncertainty And Property Cat Pricing. CARe Seminar, NYC February 28, 2002 Jonathan Hayes, ACAS, MAAA. Agenda. Models Model Results Confidence Bands Data Issues with Data Issues with Inputs Model Outputs Pricing Methods Standard Deviation Downside Risk Role of Judgment Still Needed.

967 views • 54 slides

Uncertainty And Property Cat Pricing

Uncertainty And Property Cat Pricing. CARe Seminar, NYC February 28, 2002 Jonathan Hayes, ACAS, MAAA. Agenda. Models Model Results Confidence Bands Data Issues with Data Issues with Inputs Model Outputs Pricing Methods Standard Deviation Downside Risk Role of Judgment Still Needed.

652 views • 54 slides

Fourier Studies: Looking at Data

Fourier Studies: Looking at Data. A. Cerri. Outline. Introduction Data Sample Toy Montecarlo Expected Sensitivity Expected Resolution Frequency Scans: Fourier Amplitude Significance Amplitude Scan Likelihood Profile Conclusions. Introduction.

523 views • 37 slides

441 views • 31 slides

Structure of presentation

Estimating potential output growth in the euro area Alberto Musso Directorate General Economics European Central Bank Presentation for AIECE Workshop on Estimating potential output in the European Union 29 October 2004. Structure of presentation. Framework, measurement and policy issues

380 views • 26 slides

UNCERTAINTY AROUND MODELED LOSS ESTIMATES

UNCERTAINTY AROUND MODELED LOSS ESTIMATES. CAS Annual Meeting New Orleans, LA November 10, 2003 Jonathan Hayes, ACAS, MAAA. Agenda. Models Model Results Confidence Bands Data Issues with Data Issues with Inputs Model Outputs Company Approaches Role of Judgment Conclusions.

253 views • 25 slides

Minimum Area Confidence Set (MACS) Criterion for Confidence bands in Simple Linear Regression

Minimum Area Confidence Set (MACS) Criterion for Confidence bands in Simple Linear Regression. W. Liu, University of Southampton, UK A.J. Hayter, University of Denver, USA. Outline. Confidence bands Confidence set of a confidence band MACS criterion Best 3-segment band

359 views • 20 slides

Morganza to the Gulf Hurricane Protection Feasibility Report March 2002

Morganza to the Gulf Hurricane Protection Feasibility Report March 2002. Hydraulic Analysis. Interior Drainage Analysis. UNET (gradually varied unsteady flow 1D model that conserves energy & volume) Geometry - mixed, some new & some from earlier studies back to 1987, datum to NGVD

247 views • 14 slides