Kernel Density Estimation of Actuarial Loss Functions

Catalina Bolance, Montserrat Guillen () and Jens Perch Nielsen ()
Additional contact information
Catalina Bolance: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark
Jens Perch Nielsen: Codan, Postal: Gammel Kongevej 60, 1799 Copenhagen, Denmark

No 00-4, Finance Working Papers from University of Aarhus, Aarhus School of Business, Department of Business Studies

Abstract: No abstract

Keywords: Loss models; Transformation; Skewness; Weighted integrated squared error (search for similar items in EconPapers)
Date: Written 2000-04-24

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Related works:
Journal Article: Kernel density estimation of actuarial loss functions (2003)
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