Kernel density estimation of actuarial loss functions
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Cites work
- A Comparison of Higher-Order Bias Kernel Density Estimators
- An Improved Estimator of the Density Function at the Boundary
- Asymptotics for the transformation kernel density estimator
- Bias reduction in kernel density estimation by smoothed empirical transformations
- Estimation of integrated squared density derivatives
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- scientific article; zbMATH DE number 699423 (Why is no real title available?)
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- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- Iterated Transformation-Kernel Density Estimation
- Mixtures of tails in clustered automobile collision claims
- Modelling extremal events for insurance and finance
- Moving weighted average graduation using kernel estimation
- Nonparametric density estimation with a parametric start
- Statistical analysis of extreme values. With applications to insurance, finance, hydrology and other fields. With CD-ROM
- Transformations in Density Estimation
- Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
Cited in
(31)- Goodness-of-fit test for tail copulas modeled by elliptical copulas
- Compound unimodal distributions for insurance losses
- Local linear smoothers using inverse Gaussian regression
- A gamma kernel density estimation for insurance loss data
- Sensitivity of the stability bound for ruin probabilities to claim distributions
- Time dependent stop-loss reinsurance and exposure curves
- Improvement of the nonparametric estimation of functional stationary time series using Yeo-Johnson transformation with application to temperature curves
- Multivariate density estimation using dimension reducing information and tail flattening trans\-formations
- Data breaches: goodness of fit, pricing, and risk measurement
- A nonparametric approach to calculating value-at-risk
- Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models?
- Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions
- Skewed bivariate models and nonparametric estimation for the CTE risk measure
- Nonparametric density estimation and risk quantification from tabulated sample moments
- Nonparametric analysis of aggregate loss models
- Non-parametric estimation of operational risk losses adjusted for under-reporting
- Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data
- Tail density estimation for exploratory data analysis using kernel methods
- CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
- Estimating the probability of a rare event via elliptical copulas
- Modeling insurance claims with extreme observations: transformed kernel density and generalized lambda distribution
- Statistical inference in the partial linear models with the inverse gaussian kernel
- Fundamentals of risk measurement and aggregation for insurance applications
- Asymmetric kernel density estimation based on grouped data with applications to loss model
- Kernel density estimation for heavy-tailed distributions using the champernowne transformation
- Modeling Hidden Exposures in Claim Severity Via the Em Algorithm
- Semi-parametric approach for approximating the ruin probability of classical risk models with large claims
- On a Bivariate Distribution with Composite Exponential-Pareto Marginals and Dependence in Low-Cost Claims
- Application of nonparametric approach to extreme value inference in distribution estimation of sample maximum and its properties
- Analytical pricing of time dependent stop-loss reinsurance and exposure curves under time-changed Brownian motion
- Inverse beta transformation in kernel density estimation
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