A semi-parametric estimator of a risk distribution

DOI10.1016/0167-6687(93)90537-YzbMath0789.62086MaRDI QIDQ1318553

Jacques F. Carriere

Publication date: 16 June 1994

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

determinantsuniform consistencyunbiasedmoment matricesasymptotically consistentcontinuous semi-parametric estimatorempirical momentsmixture of lognormal distributionsmultimodal risk distributionsobserved claim frequenciesportfolio insurance policiesrisk distribution function

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Moment matrices: Applications in mixtures
• Statistical analysis of finite mixture distributions
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