Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing (Q4576961)
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scientific article; zbMATH DE number 6901746
Language | Label | Description | Also known as |
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English | Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing |
scientific article; zbMATH DE number 6901746 |
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Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing (English)
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11 July 2018
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accidental deaths
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catastrophe risk
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extreme value theory
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generalized Pareto distribution
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life and accident insurance
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Poisson point processes
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pricing
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reinsurance
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solvency
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