A semi-parametric estimator of a risk distribution (Q1318553)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semi-parametric estimator of a risk distribution |
scientific article |
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A semi-parametric estimator of a risk distribution (English)
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16 June 1994
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uniform consistency
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portfolio insurance policies
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risk distribution function
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observed claim frequencies
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continuous semi-parametric estimator
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empirical moments
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mixture of lognormal distributions
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determinants
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moment matrices
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asymptotically consistent
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unbiased
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multimodal risk distributions
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