Kernel density estimation of actuarial loss functions

DOI10.1016/S0167-6687(02)00191-9zbMath1024.62041OpenAlexW2073063610MaRDI QIDQ1413381

Montserrat Guillen, Jens Perch Nielsen, Catalina Bolancé

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00191-9

zbMATH Keywords

transformationskewnessweighted integrated squared erroractuarial loss models

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (27)

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Uses Software

• KernSmooth

Cites Work

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• Moving weighted average graduation using kernel estimation
• Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
• Estimation of integrated squared density derivatives
• Bias reduction in kernel density estimation by smoothed empirical transformations
• Nonparametric density estimation with a parametric start
• Asymptotics for the transformation kernel density estimator
• Mixtures of tails in clustered automobile collision claims
• Transformations in Density Estimation
• A Comparison of Higher-Order Bias Kernel Density Estimators
• Iterated Transformation-Kernel Density Estimation
• An Improved Estimator of the Density Function at the Boundary

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