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A gamma kernel density estimation for insurance loss data · Study

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ArticleA gamma kernel density estimation for insurance loss data

Yongho Jeon2013

Article2013

A gamma kernel density estimation for insurance loss data

Yongho Jeon · Joseph H.T. Kim

34 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Statistical Distribution Estimation and Applications Bayesian Methods and Mixture Models

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References

1997Modelling Extremal Events 2011Quantitative Risk Management 2003Tail Conditional Expectations for Elliptical Distributions 2007Modeling, Measuring and Managing Risk 2009Modelling Longevity Dynamics for Pensions and Annuity Business 2001Lundberg Approximations for Compound Distributions with Insurance Applications 2000The moments of the time of ruin, the surplus before ruin, and the deficit at ruin 2007Modeling, Measuring and Managing Risk

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Year2013

Typearticle

Published2013-08-21

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations34

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.insmatheco.2013.08.009

openalex_workW2091955409

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