Title:
LOSS DISTRIBUTION CALCULATION SYSTEM, LOSS DISTRIBUTION CALCULATION METHOD AND LOSS DISTRIBUTION CALCULATION-USE PROGRAM
Document Type and Number:
WIPO Patent Application WO/2011/037169
Kind Code:
A1
Abstract:
A loss distribution calculation system is provided with a frequency distribution/magnitude distribution frequency input means for inputting information of frequency distribution and magnitude distribution; a magnitude distribution discretization means for performing top discretization or bottom discretization or both on the inputted magnitude distribution; an inferior compound distribution calculation means for, after performing partitioning of all events and then obtaining a probability value of a cumulative loss amount of a case corresponding to one portion thereof, calculating a top inferior compound distribution from the frequency distribution and the top-discretized magnitude distribution, calculating a bottom inferior compound distribution from the frequency distribution and the bottom-discretized magnitude distribution, or calculating both; a precision calculation means for calculating upper and lower bounds on the loss distribution function from the top inferior compound distribution, bottom inferior compound distribution, or both, calculating a function calculated from the top inferior compound distribution, bottom inferior compound distribution, or both as an approximate value of the loss distribution function, and calculating the precision of the value; and a loss distribution output function for attaching information related to the calculated precision and outputting information related to an approximate value of the loss distribution function with a precision guarantee.
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Inventors:
MORINAGA SATOSHI (JP)
Application Number:
PCT/JP2010/066514
Publication Date:
March 31, 2011
Filing Date:
September 24, 2010
Export Citation:
Assignee:
NEC CORP (JP)
MORINAGA SATOSHI (JP)
MORINAGA SATOSHI (JP)
International Classes:
G06Q40/00; G06Q90/00
Foreign References:
| JP2001338124A | 2001-12-07 | |||
| JP2003141349A | 2003-05-16 | |||
| JP2006155427A | 2006-06-15 |
Other References:
"Togoteki Risk Kanri Benkyokai(Part 3)", HOKOKUSHO -OPERATIONAL RISK NO KEIRYOKA NI TSUITE-, KIN'YU JOHO SYSTEM, no. 241, 1 March 2001 (2001-03-01), pages 116 - 133, XP008168995
See also references of EP 2472464A4
See also references of EP 2472464A4
Attorney, Agent or Firm:
NAGAI Michio et al. (JP)
Michio Nagai (JP)
Michio Nagai (JP)
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