From Concentration Profiles to Concentration Maps. New tools for the study of loss distributions

Summary

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Authors: Andrea Fontanari, Pasquale Cirillo, Cornelis W. Oosterlee

Journal title: Insurance: Mathematics and Economics

Journal number: 78

Journal publisher: Elsevier BV

Published year: 2018

Published pages: 13-29

DOI identifier: 10.1016/j.insmatheco.2017.11.003

ISSN: 0167-6687