Extreme value estimation of the conditional risk premium in reinsurance (Q2656989)
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scientific article; zbMATH DE number 7324184
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| English | Extreme value estimation of the conditional risk premium in reinsurance |
scientific article; zbMATH DE number 7324184 |
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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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0.8536028861999512
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0.8265286684036255
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0.7735187411308289
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