Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (Q659164)
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scientific article; zbMATH DE number 6004659
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| English | Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view |
scientific article; zbMATH DE number 6004659 |
Statements
Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (English)
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10 February 2012
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pure premium
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robust statistics
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simulations
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trimmed moments
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value-at-risk
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0.8596607446670532
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0.8596607446670532
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0.8253018856048584
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0.8193411827087402
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0.8156231045722961
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