AN EXTREME-VALUE THEORY APPROXIMATION SCHEME IN REINSURANCE AND INSURANCE-LINKED SECURITIES (Q4691251): Difference between revisions

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+Residual life time at great age
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+DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION
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+On A Surplus Process Under A Periodic Environment
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+Statistical inference using extreme order statistics
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+Extreme value statistics and wind storm losses: A case study
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+On univariate extreme value statistics and the estimation of reinsurance premiums
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+Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds
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