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University of Barcelona - Department of Econometrics
Actuarial loss models, Transformation, Skewness, Champernowne distribution, Extreme Value Theory
fraudulent claims, operational risk, claims auditing, risk measure, non-parametric estimation
child health, community education, maternal education, cross-level interactions, Colombia
kernel estimation, bandwidth selection, quantile, risk measures
Extreme value copula, Extreme value distributions, Quantile
Transformed kernel estimation, cumulative distribution function, extreme value distribution
multivariate counting distribution, Sarmanov distribution, Negative Binomial distribution, Generalized Linear Model, ML estimation algorithm
longevity, value-at-risk, nonparametric inference
dependence, bivariate Farlie-Gumbel-Morgenstern distribution, composite Exponential-Pareto distribution, insurance data, simulation
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id3177108.pdf
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value-at-risk (VaR), conditional value-at-risk (CVaR), pair–copula, dependence measures, drawable vine (D-vine).
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