Scandinavian Working Papers in Business Administration

Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies

No 00-4: Kernel Density Estimation of Actuarial Loss Functions.

Catalina Bolance, Montserrat Guillen and Jens Perch Nielsen ()
Additional contact information
Catalina Bolance: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark
Montserrat Guillen: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark
Jens Perch Nielsen: Codan, Postal: Gammel Kongevej 60, 1799 Copenhagen, Denmark

Abstract: No abstract

Keywords: Loss models; Transformation; Skewness; Weighted integrated squared error

21 pages, April 24, 2000

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D00_4.PDF PDF-file 

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