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

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Revision as of 23:40, 16 July 2024

scientific article; zbMATH DE number 6959051
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English
AN EXTREME-VALUE THEORY APPROXIMATION SCHEME IN REINSURANCE AND INSURANCE-LINKED SECURITIES
scientific article; zbMATH DE number 6959051

    Statements

    AN EXTREME-VALUE THEORY APPROXIMATION SCHEME IN REINSURANCE AND INSURANCE-LINKED SECURITIES (English)
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    19 October 2018
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    extreme-value theory
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    loss exceedance probability curve
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    reinsurance
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    insurance-linked securities
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