Kernel density estimation of actuarial loss functions

By Catalina Bolancé, Montserrat Guillén, Jens Perch Nielsen. 2003

95 citations recorded by the source corpus.

Subfields: Demography, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/80b618d46557ed7e723422076c51b94c5d497ccd

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Jens Perch Nielsen

In Finance

1. Jens Perch Nielsen
2. Martin Eling
3. Lluís Bermúdez
4. Dimitris Karlis

In Statistics and Probability

1. Montserrat Guillén
2. Jens Perch Nielsen
3. Martin Eling
4. Lluís Bermúdez
5. Dimitris Karlis
6. Liangjun Su

Citations in the corpus

• Kernel density estimation for heavy-tailed distributions using the champernowne transformation (2005, background): “[4] improved the shifted power transformation for highly skewed data by proposing an alternative parameter selection algorithm.”
• After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures (2006, unknown): “, Breuer and Krenn (1999), Smith and Riley (1999), Reynolds (2001), Altschull and Robbins (2003), Longley-Cook and Kehrberg (2003), and Dowd (2005a, ch.”