Third cumulant for multivariate aggregate claim models
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Publication:4583605
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
Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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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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