Estimating quantile families of loss distributions for non-life insurance modelling via L-moments
Year of publication: |
2016
|
---|---|
Authors: | Peters, Gareth W. ; Chen, Wilson Ye ; Gerlach, Richard H. |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 4.2016, 2, p. 1-41
|
Publisher: |
Basel : MDPI |
Subject: | L-moments | method of moments | quantile distributions | Tukey transformations | g-and-h distribution | g-and-k distribution | tail risk | loss distributions |
-
Estimating quantile families of loss distributions for non-life insurance modelling via L-moments
Peters, Gareth, (2016)
-
Risk measures based on benchmark loss distributions
Bignozzi, Valeria, (2018)
-
Momentum and crash sensitivity
Ruenzi, Stefan, (2018)
- More ...
-
Estimating quantile families of loss distributions for non-life insurance modelling via L-moments
Peters, Gareth, (2016)
-
Dynamic quantile function models
Chen, Wilson Ye, (2022)
-
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye, (2021)
- More ...