Skewed bivariate models and nonparametric estimation for the CTE risk measure
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20090021433 | ||
| 003 | MAP | ||
| 005 | 20090217172807.0 | ||
| 008 | 090216e20081227esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 245 | 1 | 0 | $aSkewed bivariate models and nonparametric estimation for the CTE risk measure$cCatalina Bolance... [et al.] |
| 520 | $aIn this paper, it is illustrated the use of the Conditional Tail Expectation (CTE) risk measure on a set of bivariate real data consisting of two types of auto insurance claim costs. Several continuous bivariate distributions (normal, lognormal, skew-normal with the alternative log-skew-normal) are fitted to the data. Besides, a bivariate nonparametric transformed kernel estimation is presented. CTE formulas are given for all these, and numerical results on the real data are discussed and compared | ||
| 650 | 1 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 1 | $0MAPA20080597665$aMétodos estadísticos | |
| 650 | 1 | $0MAPA20090003736$aEstimación Kernel | |
| 650 | 1 | $0MAPA20080603779$aSeguro de automóviles | |
| 650 | 1 | $0MAPA20080556495$aSiniestros | |
| 700 | 1 | $0MAPA20080345099$aBolancé Losilla, Catalina | |
| 773 | 0 | $wMAP20077100574$tInsurance : mathematics and economics$dOxford : Elsevier, 1990-$x0167-6687$g27/12/2008 Tomo 43 Número 3 - 2008, p. 386-393 |