Severity modeling of extreme insurance claims for tariffication (Q2273978)

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Severity modeling of extreme insurance claims for tariffication
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    Severity modeling of extreme insurance claims for tariffication (English)
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    19 September 2019
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    extreme claims
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    generalized linear model
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    truncated gamma distribution
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    extreme value theory
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    peaks-over-threshold
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    generalized Pareto distribution
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