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Local transformation kernel density estimation of loss distributions

Gustafsson, J.; Hagmann, Matthias; Nielsen, Jens Perch; … - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 161-175

Persistent link: https://www.econbiz.de/10003885747

Local transformation kernel density estimation of loss

Gustafsson, J.; Hagmann, Matthias; Nielsen, Jens Perch; … - 2006

Persistent link: https://www.econbiz.de/10003459159

Local Transformation Kernel Density Estimation of Loss Distributions

Gustafsson, J.; Hagmann, M.; Nielsen, J.P.; Scaillet, O. - 2006

We develop a tailor made semiparametric asymmetric kernel density estimator for the estimation of actuarial loss distributions. The estimator is obtained by transforming the data with the generalized Champernowne distribution initially fitted to the data. Then the density of the transformed data...

Persistent link: https://www.econbiz.de/10005162970

Local Transformation Kernel Density Estimation of Loss Distributions

Gustafsson, J.; Hagmann, M.; Nielsen, J. P.; Scaillet, O. - In: Journal of Business & Economic Statistics 27 (2009) 2, pp. 161-175

Persistent link: https://www.econbiz.de/10004982613

Local Transformation Kernel Density Estimation of Loss Distributions

Gustafsson, J.; Hagmann, M.; Nielsen, J.P.; Scaillet, O. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 161-175

Persistent link: https://www.econbiz.de/10008248864

Local Transformation Kernel Density Estimation of Loss Distributions

Scaillet, Olivier; Hagmann, Matthias; Gustafsson, J.; … - Institut für Schweizerisches Bankwesen <Zürich> - 2007

Persistent link: https://www.econbiz.de/10005858339