Kurtosis and skewness estimation for non-life reserve risk distribution

Submitted on 29th July 2015

? Reserve risk distribution What do we know ?
? Skewness and kurtosis Some basic properties
? Reserve risk distribution A proposal for a new approach
? Simulations to the ultimate
? Application to real triangles
? The Johnson distribution

Source
ASTIN
Length of Resource
28 pages
Resource File
Author
Eric Dal Moro
Date Published
Publication Type
paper
Resource Type
commercial