The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Jun. 10, 2014
Filed:
Sep. 24, 2010
Satoshi Morinaga, Tokyo, JP;
Satoshi Morinaga, Tokyo, JP;
NEC Corporation, Tokyo, JP;
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.