Data breaches: Goodness of fit, pricing, and risk measurement

Author:

Eling Martin,Loperfido Nicola

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference41 articles.

1. Skewed distributions in finance and actuarial science: a review;Adcock;Eur. J. Finance,2015

2. A nonparametric approach to calculating value-at-risk;Alemany;Insurance Math. Econom.,2013

3. Nonparametric goodness-of-fit tests for discrete null distributions;Arnold;The R Journal,2011

4. The Skew-Normal and Related Families;Azzalini,2013

5. Log-skew-normal and log-skew-t distributions as model for family income data;Azzalini;J. Income Distrib.,2003

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