Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (Q535460): Difference between revisions

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+https://doi.org/10.1016/j.cam.2011.01.044
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+Modeling large claims in non-life insurance
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+Heavy-tailed modelling in insurance
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+Measures of risk
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+Using copulae to bound the value-at-risk for functions of dependent risks
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+Modified maximum likelihood and modified moment estimators for the three-parameter weibull distribution
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