Kurtosis and Skewness Estimation for Non-Life Reserve Risk Distribution
Kurtosis and Skewness Estimation for Non-Life Reserve Risk Distribution
Eric Dal Moro,
SkewnessKurtosisPlatykurticVarianceChain-LadderReserve Risk DistributionCorrelationGaussian CopulaGeneralized Pareto DistributionJohnson Distribution
Dal Moro, Eric. 2013. “Kurtosis and Skewness Estimation for Non-Life Reserve Risk Distribution.” CAS Forum 2013 (July).
