Compound unimodal distributions for insurance losses (Q1667415): Difference between revisions

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+Modeling loss data using composite models
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+A new class of models for heavy tailed distributions in finance and insurance risk
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+Density approximations and VaR computation for compound Poisson-lognormal distributions
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+Kernel density estimation of actuarial loss functions
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+Skewed bivariate models and nonparametric estimation for the CTE risk measure
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+Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims
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+Probability density function estimation using gamma kernels
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+Modeling actuarial data with a composite lognormal-Pareto model
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+Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models?
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+Heavy-tailed distributions and robustness in economics and finance
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+Numerical Maximisation of Likelihood: A Neglected Alternative to EM?
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+New composite models for the Danish fire insurance data
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+Estimating the dimension of a model
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+Modeling with Weibull-Pareto Models
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+Compounding of distributions: a survey and new generalized classes
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+Multivariate skew-normal distributions with applications in insurance
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+The EM Algorithm and Related Statistical Models
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+Notes on discrete compound Poisson model with applications to risk theory
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