On Sums of Claims and their Applications in Analysis of Pension Funds and Insurance Products
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DOI: 10.18267/j.pep.488
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Cited by:
- David J. Hand, 2018. "Statistical challenges of administrative and transaction data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(3), pages 555-605, June.
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More about this item
Keywords
light- and heavy-tailed distributions; catastrophic events; claims; first and second; robust approach; Johnson estimators; the 20-80 rule;All these keywords.
JEL classification:
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
Statistics
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