Extreme value analysis of actuarial risks: estimation and model validation (Q1633245)
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scientific article; zbMATH DE number 6995871
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Extreme value analysis of actuarial risks: estimation and model validation |
scientific article; zbMATH DE number 6995871 |
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Extreme value analysis of actuarial risks: estimation and model validation (English)
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19 December 2018
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mean square error
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generalize Pareto distribution
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tail dependence
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claim size
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extremal dependence
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0.90469354
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0.8931142
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0.89098597
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0.8843768
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