Kernel density estimation of actuarial loss functions
نویسندگان
چکیده
منابع مشابه
Kernel Density Estimation
Preface The following diploma thesis is thought to be a diploma thesis in applied statistics. I declare this in the first paragraph of my work, because you can treat this subject either from a theoretic or an applied view, although the borders between these two areas of statistics cannot be drawn exactly. The reason why I got the idea to treat this subject, is that on the one hand density estim...
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This insert describes the module akdensity. akdensity extends the official kdensity that estimates density functions by the kernel method. The extensions are of two types: akdensity allows the use of an “adaptive kernel” approach with varying, rather than fixed, bandwidths; and akdensity estimates pointwise variability bands around the estimated density functions.
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ژورنال
عنوان ژورنال: Insurance: Mathematics and Economics
سال: 2003
ISSN: 0167-6687
DOI: 10.1016/s0167-6687(02)00191-9