Compound unimodal distributions for insurance losses
Year of publication: |
July 2018
|
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Authors: | Punzo, Antonio ; Bagnato, Luca ; Maruotti, Antonello |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 81.2018, p. 95-107
|
Subject: | Mode | Positive support | Normal scale mixture | Insurance losses | Risk measures | Heavy tailed distributions | Statistische Verteilung | Statistical distribution | Theorie | Theory | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory | Messung | Measurement | Verlust | Loss |
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