Kernel density estimation of actuarial loss functions

Insurance: Mathematics and Economics

Volumn 32, Issue 1, 2003, Pages 19-36

  Bolancé, Catalina ^a   Guillen, Montserrat ^a   Nielsen, Jens Perch ^b  

^a UNIVERSITY OF BARCELONA   (Spain)

^b Actuarial Product Develop at Codan   (Denmark)

Author keywords

Actuarial loss models; Skewness; Transformation; Weighted integrated squared error

Indexed keywords

EID: 0037453925     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(02)00191-9     Document Type: Article

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