Skewed bivariate models and nonparametric estimation for the CTE risk measure

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<dc:creator>Bolancé Losilla, Catalina</dc:creator>
<dc:date>2008-12-27</dc:date>
<dc:description xml:lang="es">Sumario: 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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/108489.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Métodos estadísticos</dc:subject>
<dc:subject xml:lang="es">Estimación Kernel</dc:subject>
<dc:subject xml:lang="es">Seguro de automóviles</dc:subject>
<dc:subject xml:lang="es">Siniestros</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Skewed bivariate models and nonparametric estimation for the CTE risk measure</dc:title>
<dc:relation xml:lang="es">En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 27/12/2008 Tomo 43 Número 3  - 2008, p. 386-393</dc:relation>
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