Local Transformation Kernel Density Estimation of Loss Distribution

Jim Krister Angantyr Gustafsson, M Hagmann, Nielsen J.P., O. Scaillet

27 Citations (Scopus)

Original language	English
Journal	Journal of Business and Economic Statistics
Volume	27
Issue number	2
Pages (from-to)	161-175
ISSN	0735-0015
Publication status	Published - 2009

Cite this

@article{807c1bf09df111debc73000ea68e967b,

title = "Local Transformation Kernel Density Estimation of Loss Distribution",

author = "Gustafsson, {Jim Krister Angantyr} and M Hagmann and Nielsen J.P. and O. Scaillet",

year = "2009",

language = "English",

volume = "27",

pages = "161--175",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor & Francis",

number = "2",

}