On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2005.11.002 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.11.002 / rank
 
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Property / OpenAlex ID: W2080864736 / rank
 
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Latest revision as of 01:43, 19 December 2024

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On univariate extreme value statistics and the estimation of reinsurance premiums
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    On univariate extreme value statistics and the estimation of reinsurance premiums (English)
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    14 August 2006
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    excess-of-loss reinsurance rating
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    Wang's premium principle
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    heavy-tailed distributions
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