Title:
損失分布計算システム、損失分布計算方法および損失分布計算用プログラム
Document Type and Number:
Japanese Patent JP5610234
Kind Code:
B2
Abstract:
Provided is a loss distribution calculation system, comprising: a frequency distribution/scale distribution input section that inputs information about a frequency distribution and a scale distribution; a scale distribution discretization section that performs either one or both of upside and downside discretizations for the input scale distribution; a sub-composite distribution calculation section that calculates, after performing division of all events, a probability value of a cumulative sum of losses for a portion out of all events in order to calculate either one or both of an upside sub-composite distribution and a downside sub-composite distribution, the upside sub-composite distribution being calculated based on the frequency distribution and the upside-discretized scale distribution, and the downside sub-composite distribution being calculated based on the frequency distribution and the downside-discretized scale distribution; an accuracy calculation section that calculates upper and lower bounds of a loss distribution function based on either one or both of the upside and downside sub-composite distributions, calculates a function, as an approximate value of the loss distribution function, based on either one or both of the upside and downside sub-composite distributions, and calculates an accuracy of the approximate value; and a loss distribution output section that outputs information about the approximate value of the loss distribution function, with guaranteed accuracy represented by information about the calculated accuracy.
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Inventors:
森永 聡
Application Number:
JP2011533018A
Publication Date:
October 22, 2014
Filing Date:
September 24, 2010
Export Citation:
Assignee:
日本電気株式会社
International Classes:
G06Q10/00; G06F17/18; G06Q40/00
Domestic Patent References:
| JP2006155427A | 2006-06-15 | |||
| JP2001338124A | 2001-12-07 | |||
| JP2003141349A | 2003-05-16 |
Attorney, Agent or Firm:
Michio Nagai
Masao Sekiguchi
Nakano Takashi -- elegant
Masao Sekiguchi
Nakano Takashi -- elegant
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