RISK-MANAGEMENT DEVICE
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Accused Products
Abstract
A risk management device includes a memory for storing actual total loss amounts of N periods, and a processor connected to this memory. The processor is programmed to determine whether actual levels showing confidence intervals of actual total loss amounts in a total loss amount distribution calculated by the risk weighing device follow a uniform distribution on an interval [0,1], by a goodness-of-fit test using order statistics for a uniform distribution.
23 Citations
34 Claims
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1-17. -17. (canceled)
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18. A risk management device comprising:
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a memory for storing actual total loss amounts of N periods; and a processor connected to the memory, wherein the processor is programmed to perform determination whether actual levels follow a uniform distribution on an interval [0,1], the actual levels showing confidence intervals of the actual total loss amounts in a total loss amount distribution calculated by a risk weighing device, by a goodness-of-fit test with order statistics for a uniform distribution.
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26. A risk management method executed by a risk management device including a memory for storing actual total loss amounts of N periods and a processor connected to the memory,
the risk management method comprising: by the processor, performing determination whether actual levels follow a uniform distribution on an interval [0,1], the actual levels showing confidence intervals of the actual total loss amounts in a total loss amount distribution calculated by a risk weighing device, by a goodness-of-fit test with order statistics for a uniform distribution.
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34. A non-transitory computer-readable medium storing a program comprising instructions for causing a processor connected to a memory for storing actual total loss amounts of N periods to perform operations including:
determining whether actual levels follow a uniform distribution on an interval [0,1], the actual levels showing confidence intervals of the actual total loss amounts in a total loss amount distribution calculated by a risk weighing device, by a goodness-of-fit test with order statistics for a uniform distribution.
Specification