Skewed bivariate models and nonparametric estimation for the CTE risk measure

DOI10.1016/j.insmatheco.2008.07.005zbMath1156.91023OpenAlexW2066718556MaRDI QIDQ2518541

Catalina Bolancé, Raluca Vernic, Elena Pelican, Montserrat Guillen

Publication date: 16 January 2009

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.07.005

zbMATH Keywords

kernel estimationbivariate distributionsconditional tail expectation

Mathematics Subject Classification ID

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Uses Software

• KernSmooth
• sn

Cites Work

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