Nonparametric analysis of aggregate loss models

DOI10.1080/02664760802443921zbMath1473.62356OpenAlexW2057586063WikidataQ61849287 ScholiaQ61849287MaRDI QIDQ3183878

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Publication date: 21 October 2009

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760802443921

zbMATH Keywords

bootstrapMonte Carlo methodkernel estimatoraggregate loss modelscensored and truncated claims

Mathematics Subject Classification ID

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

Related Items (2)

Multivariate density estimation using dimension reducing information and tail flattening trans\-formations ⋮ Bayesian total loss estimation using shared random effects

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• Introductory Statistics with Applications in General Insurance
• Kernel density estimation for heavy-tailed distributions using the champernowne transformation
• Relative density estimation and local bandwidth selection for censored data

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