Skewed bivariate models and nonparametric estimation for the CTE risk measure

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<title>Skewed bivariate models and nonparametric estimation for the CTE risk measure</title>
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<namePart>Bolancé Losilla, Catalina</namePart>
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<abstract displayLabel="Summary">In 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</abstract>
<note type="statement of responsibility">Catalina Bolance... [et al.]</note>
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<topic>Matemática del seguro</topic>
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<topic>Estimación Kernel</topic>
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<topic>Seguro de automóviles</topic>
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<topic>Siniestros</topic>
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<title>Insurance : mathematics and economics</title>
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<publisher>Oxford : Elsevier, 1990-</publisher>
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<identifier type="issn">0167-6687</identifier>
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<text>27/12/2008 Tomo 43 Número 3  - 2008, p. 386-393</text>
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