Third cumulant for multivariate aggregate claim models

DOI10.1080/03461238.2017.1306795zbMath1398.62315OpenAlexW2195552042MaRDI QIDQ4583605

Krzysztof Podgórski, Stepan Mazur, Nicola M. R. Loperfido

Publication date: 31 August 2018

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

Full work available at URL: https://lup.lub.lu.se/record/8310038

zbMATH Keywords

skew-normalthird cumulantLaplace motionmultivariate aggregate claim

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

Skewness-based projection pursuit: a computational approach ⋮ Finite mixtures, projection pursuit and tensor rank: a triangulation ⋮ The skewness of mean-variance normal mixtures

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