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Beta kernel quantile estimators of heavy-tailed loss distributions · Study

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ArticleBeta kernel quantile estimators of heavy-tailed loss distributions

Arthur Charpentier A2009

Article2009

Beta kernel quantile estimators of heavy-tailed loss distributions

Arthur Charpentier A · Abder Oulidi

29 citations·0/0 files stored·Statistics and Computing

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

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References

1997Modelling Extremal Events 1994Modelling of extremal events in insurance and finance 2005Quantitative Risk Management: Concepts, Techniques, and Tools 2006Quantitative Risk Management: Concepts, Techniques, and Tools 1998Arbitrage Theory in Continuous Time 2001Value at Risk 1996Premium Calculation by Transforming the Layer Premium Density 1997Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory

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2016Log-Transform Kernel Density Estimation of Income Distribution 2012On 1/f Noise

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Year2009

Typearticle

Published2009-01-30

VenueStatistics and Computing

ISSN-L0960-3174

Languageen

Citations29

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ShelfProbability and Risk Models

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doi10.1007/s11222-009-9114-2

openalex_workW2046455752

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