Nonparametric analysis of aggregate loss models
Nonparametric analysis of aggregate loss models
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Publisher
Abingdon: Taylor & Francis
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Language
English
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Publisher
Abingdon: Taylor & Francis
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Contents
This paper describes a nonparametric approach to make inferences for aggregate loss models in the insurance framework. We assume that an insurance company provides a historical sample of claims given by claim occurrence times and claim sizes. Furthermore, information may be incomplete as claims may be censored and/or truncated. In this context, the...
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Full title
Nonparametric analysis of aggregate loss models
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TN_cdi_informaworld_taylorfrancis_310_1080_02664760802443921
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_informaworld_taylorfrancis_310_1080_02664760802443921
Other Identifiers
ISSN
0266-4763
E-ISSN
1360-0532
DOI
10.1080/02664760802443921
