Loss distribution calculation system, loss distribution calculation method and loss distribution calculation-use program
US8751286B2 · kind B2 · utility
Assignee
Inventor
Key dates
| Filing date | Sep 24, 2010 |
| Grant date | Jun 10, 2014 |
| Priority date | — |
| Expiry date | Sep 24, 2030 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q90/00
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A loss distribution calculation system including: a section that performs at least one of upside and downside discretizations for a scale distribution; a section that calculates, after dividing all events, a probability value of a cumulative sum of losses for a portion out of all events in order to calculate at least one of upside and downside sub-composite distributions, 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; a section that calculates upper and lower bounds of a loss distribution function based on at least one of the upside and downside sub-composite distributions, calculates a function, as an approximate value of the loss distribution function, based on at least one of the upside and downside sub-composite distributions, and calculates an accuracy of the approximate value.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.