Reinsurance premium estimation for heavy-tailed claim amounts (Q6128481)
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scientific article; zbMATH DE number 7832679
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reinsurance premium estimation for heavy-tailed claim amounts |
scientific article; zbMATH DE number 7832679 |
Statements
Reinsurance premium estimation for heavy-tailed claim amounts (English)
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15 April 2024
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distortion risk premium estimation
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Gaussian approximation
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heavy tail
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regular variation
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