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A semi-parametric estimator of a risk distribution (Q1318553)

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scientific article; zbMATH DE number 540717
Language Label Description Also known as
English
A semi-parametric estimator of a risk distribution
scientific article; zbMATH DE number 540717

    Statements

    title
    A semi-parametric estimator of a risk distribution (English)
    0 references
    publication date
    16 June 1994
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    zbMATH Keywords
    uniform consistency
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    portfolio insurance policies
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    risk distribution function
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    observed claim frequencies
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    continuous semi-parametric estimator
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    empirical moments
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    mixture of lognormal distributions
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    determinants
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    moment matrices
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    asymptotically consistent
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    unbiased
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    multimodal risk distributions
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    Identifiers

    zbMATH DE Number
    540717
    0 references
     
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