Extreme value estimation of the conditional risk premium in reinsurance (Q2656989)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme value estimation of the conditional risk premium in reinsurance |
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Extreme value estimation of the conditional risk premium in reinsurance (English)
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17 March 2021
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Pareto-type distribution
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tail index
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reinsurance premium
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nonparametric estimation
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