AN EXTREME-VALUE THEORY APPROXIMATION SCHEME IN REINSURANCE AND INSURANCE-LINKED SECURITIES (Q4691251)
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scientific article; zbMATH DE number 6959051
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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