Skewed bivariate models and nonparametric estimation for the CTE risk measure-Reference-Cited by-同舟云学术

Skewed bivariate models and nonparametric estimation for the CTE risk measure

Published:2008-12 Issue:3 Volume:43 Page:386-393
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Bolance Catalina,Guillen Montserrat,Pelican Elena,Vernic Raluca

Publisher

Elsevier BV

Subject

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

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4. A note on the estimation of a distribution function and quantiles by kernel method;Azzalini;Biometrika,1981

5. A class of distributions which includes the normal ones;Azzalini;Scandinavian Journal of Statistics,1985

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