Severity modeling of extreme insurance claims for tariffication (Q2273978)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Severity modeling of extreme insurance claims for tariffication |
scientific article |
Statements
Severity modeling of extreme insurance claims for tariffication (English)
0 references
19 September 2019
0 references
extreme claims
0 references
generalized linear model
0 references
truncated gamma distribution
0 references
extreme value theory
0 references
peaks-over-threshold
0 references
generalized Pareto distribution
0 references
0 references
0 references