Statistical Estimation of the Independence of Intervals in Dynamic Models of Trains of Actions

One of basic assumptions of the known dynamic models of the risk theory [1,2] including a sequence of actions during a fixed time interval which is a realization of a random process of occurrence of actions from individual insurance contracts (when several actions can be brought during the contract period as, for instance, in automobile insurance) is the same distribution and independence of time intervals between the moments the actions are brought. In the paper the statistical method for estimating the degree of correctness of this assumption by using the available empirical data is suggested. To illustrate the method, an example of its use is given.

KEYWORDS: Model of train of actions, The same distribution and independence of random value, Estimation criterion.