Combined tail estimation using censored data and expert information
From MaRDI portal
Publication:5123185
DOI10.1080/03461238.2019.1694974zbMath1448.91255arXiv1908.03390WikidataQ126671082 ScholiaQ126671082MaRDI QIDQ5123185
Jan Beirlant, Hansjoerg Albrecher, Martin Bladt
Publication date: 28 September 2020
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.03390
62P05: Applications of statistics to actuarial sciences and financial mathematics
62G32: Statistics of extreme values; tail inference
62N02: Estimation in survival analysis and censored data
91G05: Actuarial mathematics
Uses Software