A Note on the Most "Dangerous" and Skewest Class of Distributions

In the classical definition skewness is departure from symmetry. It was therefore natural to measure skewness by using a normalized third moment [see abstract]. This condensed measure, however, is not refined enough to be used as an operational instrument for studying various function which might be used to describe actual claim distributions. This is true especially when the interest is concentrated towards the higher values of the variate.