Kernel Density Estimation for Claim Size Distributions Using Shifted Power Transformation
International Journal of Science and Research (IJSR)

International Journal of Science and Research (IJSR)
www.ijsr.net | Open Access | Fully Refereed | Peer Reviewed International Journal

ISSN: 2319-7064

Research Paper | Statistics | India | Volume 5 Issue 4, April 2016

Kernel Density Estimation for Claim Size Distributions Using Shifted Power Transformation

K. M. Sakthivel, C. S. Rajitha

This paper presents density estimation of univariate claim severity distributions using kernel density estimation. We applied transformations to data prior to implement kernel density estimation so as to ensure the data is symmetry for the purpose of applying Gaussian methods. The paper presents non-parametric method of obtaining density for univariate claim severity distributions with goodness fits analysis for Danish insurance data on fire loss claims.

Keywords: Kernel density, bandwidth, Power transformation, Loss modeling, Cross validation

Edition: Volume 5 Issue 4, April 2016

Pages: 2025 - 2028

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How to Cite this Article?

K. M. Sakthivel, C. S. Rajitha, "Kernel Density Estimation for Claim Size Distributions Using Shifted Power Transformation", International Journal of Science and Research (IJSR), https://www.ijsr.net/search_index_results_paperid.php?id=NOV163071, Volume 5 Issue 4, April 2016, 2025 - 2028

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