Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications

DOI10.1080/03461238.2014.977817zbMath1401.62211OpenAlexW2026969031MaRDI QIDQ4575364

Andrew Luong

Publication date: 13 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2014.977817

zbMATH Keywords

cumulantsLévy processescharacteristic functiongoodness-of-fit testsstop loss premiumchi-square test statisticspresent value of cash flows

Mathematics Subject Classification ID

Uses Software

• robustbase

Cites Work

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• The probability of ruin for the inverse Gaussian and related processes
• Saddlepoint Approximations with Applications
• Survival models for heterogeneous populations derived from stable distributions
• Minimum-distance methods based on quadratic distances for transforms
• Saddle point approximation for the distribution of the sum of independent random variables
• Minimum cramér-von mises distance methods for complete and grouped data
• An operational calculus for probability distributions via Laplace transforms
• Robust Statistics
• Stable Laws and the Present Value of Fixed Cash Flows
• Robust Statistics

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