PERFORMANCE LOSS QUANTIFICATION IN KERNEL DENSITY ESTIMATION FOR ACTUARIAL AND FINANCIAL ANALYSIS

PERFORMANCE LOSS QUANTIFICATION IN KERNEL DENSITY ESTIMATION FOR ACTUARIAL AND FINANCIAL ANALYSIS

Accurately estimating aggregate loss distributions is critical in actuarial and financial risk assessment, as it underpins effective risk analysis and the development of mitigation strategies. However, incorrect parametric assumptions can lead to biased risk estimates and underestimated losses. Non-...

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Bibliographic Details
Main Authors: Shafira Fauzia Untsa, Nanang Susyanto, Danang Teguh Qoiyyimi, Dwi Ertiningsih
Format: Article
Language:English
Published: Universitas Pattimura 2025-07-01
Series:Barekeng
Subjects:
aggregate loss
correlation coefficient
dependence structures
kernel density estimation (kde)
performance loss
risk measures
Online Access:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/16771
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