Computing the mean and the variance of the cedent's share for largest claims reinsurance covers (Q1023118)

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Computing the mean and the variance of the cedent's share for largest claims reinsurance covers
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    Computing the mean and the variance of the cedent's share for largest claims reinsurance covers (English)
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    10 June 2009
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    largest claims reinsurance
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    order statistics
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    extreme value theory
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    cedent's point of view
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