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ISSN 0278-6419 (*printed)
ISSN 1934-8428 (electronic version)
ISSN 0278-6419 (*printed)
ISSN 1934-8428 (electronic version)
En Ru
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Bening V.E.

Bening V.E.

Bening V.E.
Professor
Dr. Sci. (Phys.-Math.)
Lomonosov Moscow State University (MSU)
E-mail: bening@yandex.ru
Professor, Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
  • On the application of Burr distribution to investigation of the asymptotic behavior of an insurance company reserve
    Moscow University Journal. Series 15. Computational Mathematics and Cybernetics 2024. № 3. p. 39-53
    Bening V.E.
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    720
    • The paper considers the asymptotic behavior of the reserve of an organization subjected to risk in the case when the number of factors leading to loss is random. Burr distribution is considered as loss distribution. An asymptotic comparison of the activities of such organizations is carried out in terms of the necessary additional number of such factors (asymptotic deficiency). Two examples illustrating tne obtained results are presented. The first example concerns extreme order statistics, and the second one deals with the truncated Poisson and binomial distributions.
      Keywords: Reserve of insurance company, sample of random size, Burr distribution, asymptotic expansions, truncated Poisson and binomial distributions, extreme order statistics, asymptotic deficiency
  • On the asymptotic behavior the powers of tests based on the samples with random sizes
    Moscow University Journal. Series 15. Computational Mathematics and Cybernetics 2026. № 1. p. 3-13
    Bening V.E.
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    133

    • The paper considers the asymptotic behaviour of the distribution functions of the statistics based on the samples with random sizes in the testing problems conserning univariate parameters. An asymptotic comparison of the tests is carried out in terms of the necessary additional number of such factors (asymptotic deficiency). Two examples illustrating the obtained results are presented. These examples concern truncated Poisson and binomial distributions are considered.

      Keywords: power of test, level, asymptotic deficiency, hypotheses testing, efficiency, sample with random size, random index, asymptotic expansions, truncated Poisson and binomial distributions