Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models

DOI10.1007/S13385-014-0097-9zbMath1329.62415OpenAlexW2090087647MaRDI QIDQ906585

Bruno Henry de Frahan, Mathieu Pigeon, Michel M. Denuit

Publication date: 22 January 2016

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/DP2014_03.pdf

zbMATH Keywords

skew normal distributionmixed effects modelsagricultural risk managementcommon agricultural policyincome stabilisation

Mathematics Subject Classification ID

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

Related Items (1)

The exact density of the sum of independent skew normal random variables

Uses Software

• QRM

Cites Work

• Actuarial statistics with generalized linear mixed models
• A class of multivariate skew-normal models
• Skewed bivariate models and nonparametric estimation for the CTE risk measure
• Maximum likelihood estimation for multivariate skew normal mixture models
• On fundamental skew distributions
• The multivariate skew-normal distribution
• Dependence structures for multivariate high-frequency data in finance
• INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK
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