Transformation kernel estimation of insurance claim cost distributions

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Volumn , Issue , 2010, Pages 43-51

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

^a UNIVERSITY OF BARCELONA   (Spain)

^b CITY UNIVERSITY   (United Kingdom)

Author keywords

Actuarial loss models; Extreme value theory; Non parametric statistics

Indexed keywords

BANDWIDTH; INSURANCE; STATISTICAL METHODS; VALUE ENGINEERING;

BANDWIDTH PARAMETERS; EXTREME VALUE THEORY; HEAVY-TAILED DISTRIBUTION; INSURANCE CLAIMS; KERNEL DENSITY ESTIMATORS; KERNEL ESTIMATION; LOSS MODEL; NON-PARAMETRIC STATISTICS;

ESTIMATION;

EID: 84900052006     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/978-88-470-1481-7_5     Document Type: Conference Paper

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