Vilar, J. M.; Cao, R.; Ausin, M. C.; Gonzalez-Fragueiro, C. - In: Journal of Applied Statistics 36 (2009) 2, pp. 149-166
This paper describes a nonparametric approach to make inferences for aggregate loss models in the insurance framework. We assume that an insurance company provides a historical sample of claims given by claim occurrence times and claim sizes. Furthermore, information may be incomplete as claims...