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An alternative class of distortion operators: an alternative tool to generate asymmetrical multimodal distribution
1 : CES UMR 8174
Université Paris I - Panthéon-Sorbonne
| Type : | : | Communication murale (poster) |
| Commentaire | : | The distortion operator proposed by Wang (2000) has been developed in the actuarial literature and that are now part of the risk measurement tools inventory available for practitioners in finance and insurance. In this article, we propose an alternative class of distortion operators with explicit analytical inverse mapping. The distortion operators allow to transform a symmetrical unimodal distribution to an asymmetrical multimodal distribution. |
| Thématiques | : | Poster |
| PDF version | : |  PDF version |
