Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications (Q4575364)
From MaRDI portal
scientific article; zbMATH DE number 6903553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications |
scientific article; zbMATH DE number 6903553 |
Statements
Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications (English)
0 references
13 July 2018
0 references
Lévy processes
0 references
characteristic function
0 references
chi-square test statistics
0 references
goodness-of-fit tests
0 references
stop loss premium
0 references
present value of cash flows
0 references
cumulants
0 references
