Matching tower information with piecewise Pareto

DOI10.1007/S13385-018-0177-3zbMath1422.91374OpenAlexW2809718004WikidataQ129585843 ScholiaQ129585843MaRDI QIDQ66265

Ulrich Riegel

Publication date: 30 June 2018

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-018-0177-3

zbMATH Keywords

Pareto distributioncollective risk modelreinsurance pricing

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Premium rating without losses ⋮ Pareto

Cites Work

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• Generalizations of common ILF models
• Reinsurance
• Modeling with Weibull-Pareto Models
• On composite lognormal-Pareto models
• Loss Models

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