Pages that link to "Item:Q1413381"

The following pages link to Kernel density estimation of actuarial loss functions (Q1413381):

Displaying 26 items.

• Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data (Q421393) (← links)
• Inverse beta transformation in kernel density estimation (Q947174) (← links)
• Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
• Compound unimodal distributions for insurance losses (Q1667415) (← links)
• Local linear smoothers using inverse Gaussian regression (Q2010792) (← links)
• A gamma kernel density estimation for insurance loss data (Q2015623) (← links)
• Sensitivity of the stability bound for ruin probabilities to claim distributions (Q2176368) (← links)
• Time dependent stop-loss reinsurance and exposure curves (Q2226274) (← links)
• Improvement of the nonparametric estimation of functional stationary time series using Yeo-Johnson transformation with application to temperature curves (Q2247643) (← links)
• Multivariate density estimation using dimension reducing information and tail flattening trans\-formations (Q2276209) (← links)
• Data breaches: goodness of fit, pricing, and risk measurement (Q2364015) (← links)
• A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
• Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (Q2514604) (← links)
• Skewed bivariate models and nonparametric estimation for the CTE risk measure (Q2518541) (← links)
• Nonparametric density estimation and risk quantification from tabulated sample moments (Q2681457) (← links)
• Nonparametric analysis of aggregate loss models (Q3183878) (← links)
• Non-parametric estimation of operational risk losses adjusted for under-reporting (Q3608230) (← links)
• Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
• CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA (Q4680628) (← links)
• Estimating the Probability of a Rare Event via Elliptical Copulas (Q5022531) (← links)
• Modeling Insurance Claims with Extreme Observations: Transformed Kernel Density and Generalized Lambda Distribution (Q5022532) (← links)
• Statistical inference in the partial linear models with the inverse gaussian kernel (Q5086146) (← links)
• Fundamentals of Risk Measurement and Aggregation for Insurance Applications (Q5268459) (← links)
• Asymmetric Kernel Density Estimation Based on Grouped Data with Applications to Loss Model (Q5415877) (← links)
• Kernel density estimation for heavy-tailed distributions using the champernowne transformation (Q5478877) (← links)
• Modeling Hidden Exposures in Claim Severity Via the Em Algorithm (Q5716027) (← links)